CAREER: Constrained Ranking and Selection and Discrete Optimization via Simulation with Applications to Water Resource Allocation

这笔赠款支持开发先进的统计方法，称为约束排名和选择(R&A；S)程序，用于从大量替代系统设计中选择最佳方案。这些相互竞争的设计通常通过计算机模拟相对于主要性能测量的期望值进行评估，受对几个次要性能测量的可接受期望值的约束。选定的主要和次要业绩衡量标准的所有相关期望值必须通过相应的模拟模型进行足够长的运行来估计。进一步，本研究探讨如何将所得的约束R&A&A；S过程扩展用于模拟优化算法的每一搜索步骤；以及如何将扩展的约束R&A&A；S过程与优化搜索算法相结合以处理较大的搜索空间。最后，这项研究的结果将应用于一个现实世界的问题，即水资源规划和管理中的地下水资源分配。如果成功，这项研究将开发出普遍适用的、统计上有效的R&A；S程序，用于目标和约束都不确定的离散优化；帮助行业降低成本，改善整体决策过程；并为将新程序应用于这些技术尚未普及的领域，特别是环境和水资源管理领域，其问题对公共政策/健康有巨大影响提供坚实的基础。更具体地说，将从环境水资源规划的角度研究格鲁吉亚萨凡纳地区的地下水资源分配问题。因此，拟议工作的完成不仅将对工业工程和运筹学的理论和方法产生重大影响，而且将对环境和水资源管理产生重大影响。

This grant supports the development of advanced statistical methods'called constrained ranking and selection (R&S) procedures'for selecting the best of a large number of alternative system designs. These competing designs are typically evaluated via computer simulation with respect to the expected value of a primary performance measure, subject to constraints on acceptable expected values of several secondary performance measures. All the relevant expected values of the selected primary and secondary performance measures must be estimated by sufficiently long runs of the corresponding simulation models. Further, this research investigates how to extend the resulting constrained R&S procedures for use within each search step of a simulation optimization algorithm; and how to combine the extended constrained R&S procedures with optimization search algorithms to handle a large search space. Finally, findings from this research will be applied to a real-world problem, namely, groundwater resource allocation in water resource planning and management. If successful, this research will develop generally applicable, statistically valid R&S procedures for discrete optimization under uncertainty both on objectives and constraints; help industry to reduce costs and improve overall decision-making processes; and provide a solid foundation for applying the new procedures to areas in which these techniques are not yet popular'in particular, the filed of environmental and water resources management, whose problems have an enormous impact on public policy/health. More specifically, the groundwater resource allocation problem for the Savannah Georgia region will be investigated from the perspective of environmental water resources planning. Therefore, the completion of the proposed work will have a significant impact not only on the theory and methodology of industrial engineering and operations research but also on environmental and water resources management.