Simulation And Optimization Of Resource Allocation Problem

Nowadays, simulation has become quite important for any complex system, especially the analysis, research, design, evaluation, decision and training of high-tech industries. The scope of its application is expanding constantly and its efficiency is increasing significantly. Simulation optimization is particularly important for the effectiveness of simulation. Generally speaking, simulation optimization methods can be divided into the two parts, which are traditional methods and simulation resource allocation methods respectively.For simulation, the greatest difficulty is time-consuming. Therefore, determining the best allocation of simulation replications among various designs becomes particularly important. The Optimal Computing Budget Allocation (OCBA) method is to optimally allocate the budget to different designs through scientific calculation and eventually improve the efficiency and effectiveness of simulation.There have been a lot of research about OCBA, however, no one considered that different designs may share the same calculation process to save resource. On the basis of previous research, we establish a new model supposing that there is a more effective way to estimate designs. The new model is more general and practical. It eventually simplifies to a linear programming problem and we can solve it by taking calculation software, such as CPLEX. Meanwhile, we also generate a heuristic algorithm to solve this problem. In the numerical examples, we find that the new model is much more efficient and effective.