Collaborative Research: Design Principles for Parallel Simulation Optimization

该奖项为在并行计算平台上解决模拟优化（SO）问题的算法设计提供资金。SO问题是目标函数和约束只能通过随机模拟来观察的优化问题。实际上，目前所有用于解决SO问题的算法都假定单个处理器作为计算平台。然而，计算设备的趋势是向多处理器计算机发展，不仅仅是在笔记本/台式机级别，而且一直到云计算环境。本研究将探索如何设计算法来解决利用这种环境的SO问题，试图在合理的成本和合理的时间内返回高质量的解决方案。如果成功，这项研究的结果将导致一个新的研究方向——并行SO——随之而来的是并行计算平台上SO算法的设计和实现的改进，从而使这项目前计算密集型的技术更容易获得和有效。从现有试验台www.simopt.org中出现的各种SO问题可以看出，SO已经在应用领域占有重要地位。拟议的研究将通过可靠地解决重要的SO问题，为产生重大影响提供进一步的机会。这项研究是通过创造方法、理论和计算工具来促进更大、更现实的SO问题的自动解决，从而提高SO的可实施性的持续推动力的一部分。

This award provides funding to advance the design of algorithms for solving simulation-optimization (SO) problems on parallel computing platforms. SO problems are optimization problems where the objective function and constraints can only be observed through a stochastic simulation. Virtually all current algorithms for solving SO problems assume a single processor as the computing platform. However, the trend in computing devices is towards multi-processor computers, not just at the laptop/desktop level, but all the way up to cloud computing environments. This research will explore how to design algorithms for solving SO problems that exploit such environments, to attempt to return high-quality solutions at a reasonable cost and within a reasonable amount of time.If successful, the results of this research will lead to a new line of research - parallel SO - with ensuing improvements in the design and implementation of SO algorithms on parallel computing platforms, thus making this currently computing-intensive technology much more accessible and effective. SO already holds an important place in application fields, as evidenced by the variety of SO problems in an existing testbed www.simopt.org. The proposed research will provide further opportunities for major impact through reliable solution of important SO problems. This research is part of a continuing thrust to enhance the implementability of SO by creating methods, theory, and computational tools to facilitate the automatic solution of larger and more realistic SO problems.