Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment

Alon, G., Kroese, D. P., Raviv, T. and Rubinstein, R. Y. (2005) Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment. Annals of Operations Research, 134 1: 137-151. doi:10.1007/s10479-005-5728-8

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Author Alon, G.
Kroese, D. P.
Raviv, T.
Rubinstein, R. Y.
Title Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
Journal name Annals of Operations Research   Check publisher's open access policy
ISSN 0254-5330
Publication date 2005
Sub-type Article (original research)
DOI 10.1007/s10479-005-5728-8
Open Access Status File (Author Post-print)
Volume 134
Issue 1
Start page 137
End page 151
Total pages 15
Editor Peter L. Hammer
Place of publication Dordrecht, Netherlands
Publisher Springer
Collection year 2005
Language eng
Subject 230203 Statistical Theory
780101 Mathematical sciences
Abstract The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.
Keyword Buffer Allocation
Cross-entropy Method
Stochastic Optimization
Production Lines
Operations Research & Management Science
Unreliable Production Lines
System
Optimization
Throughput
Algorithms
Concavity
Space
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status UQ

 
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Created: Wed, 15 Aug 2007, 06:18:34 EST