Integrating Simulation Modeling and Optimization: an Event Based Approach

The optimization of stochastic Discrete Event Systems (DESs) is a critical and diffcult task. Besides the search for the optimal system configuration, it requires the assessment of the system performance. In fact, both simulation and optimization need to be performed, resulting in a simulation-optimization problem. In the past ten years, a noticeable research effort has been devoted to this problem. Recently, mathemathical programming has been proposed to integrate simulation and optimization by means of event-based mathematical models. This paper proposes a general approach that adopts event-based mathematical programming models to simultaneously simulate and optimize the system leading to what we define Discrete Event Optimization. Formal results are given to derive the integrated simulation-optimization models and the related properties are illustrated.