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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Designing And Comparing Multiple Portfolios Of Parameter Configurations For Online Algorithm Selection, Aldy Gunawan, Hoong Chuin Lau, Mustafa Misir Jun 2016

Designing And Comparing Multiple Portfolios Of Parameter Configurations For Online Algorithm Selection, Aldy Gunawan, Hoong Chuin Lau, Mustafa Misir

Research Collection School Of Computing and Information Systems

Algorithm portfolios seek to determine an effective set of algorithms that can be used within an algorithm selection framework to solve problems. A limited number of these portfolio studies focus on generating different versions of a target algorithm using different parameter configurations. In this paper, we employ a Design of Experiments (DOE) approach to determine a promising range of values for each parameter of an algorithm. These ranges are further processed to determine a portfolio of parameter configurations, which would be used within two online Algorithm Selection approaches for solving different instances of a given combinatorial optimization problem effectively. We …


Designing A Portfolio Of Parameter Configurations For Online Algorithm Selection, Aldy Gunawan, Hoong Chuin Lau, Mustafa Misir Jan 2015

Designing A Portfolio Of Parameter Configurations For Online Algorithm Selection, Aldy Gunawan, Hoong Chuin Lau, Mustafa Misir

Research Collection School Of Computing and Information Systems

Algorithm portfolios seek to determine an effective set of algorithms that can be used within an algorithm selection framework to solve problems. A limited number of these portfolio studies focus on generating different versions of a target algorithm using different parameter configurations. In this paper, we employ a Design of Experiments (DOE) approach to determine a promising range of values for each parameter of an algorithm. These ranges are further processed to determine a portfolio of parameter configurations, which would be used within two online Algorithm Selection approaches for solving different instances of a given combinatorial optimization problem effectively. We …


Fine-Tuning Algorithm Parameters Using The Design Of Experiments Approach, Aldy Gunawan, Hoong Chuin Lau, Linda Lindawati Jan 2011

Fine-Tuning Algorithm Parameters Using The Design Of Experiments Approach, Aldy Gunawan, Hoong Chuin Lau, Linda Lindawati

Research Collection School Of Computing and Information Systems

Optimizing parameter settings is an important task in algorithm design. Several automated parameter tuning procedures/configurators have been proposed in the literature, most of which work effectively when given a good initial range for the parameter values. In the Design of Experiments (DOE), a good initial range is known to lead to an optimum parameter setting. In this paper, we present a framework based on DOE to find a good initial range of parameter values for automated tuning. We use a factorial experiment design to first screen and rank all the parameters thereby allowing us to then focus on the parameter …


Sensitivity Analysis Framework For Large And Complex Simulation Models, Ghaith Rabadi, Shannon Bowling, Charles Keating, Resit Unal Jan 2009

Sensitivity Analysis Framework For Large And Complex Simulation Models, Ghaith Rabadi, Shannon Bowling, Charles Keating, Resit Unal

Engineering Management & Systems Engineering Faculty Publications

In this paper, a framework for conducting Sensitivity Analysis (SA) on large and complex simulation models is introduced. The framework consists of components that are designed to make the SA a systematic process that is easy to manage and follow by simulation analysts and practitioners. Unlike local SA (one-variable-at-a-time SA), the method presented here is variance-based and it is rooted in the field of Design of Experiments (DoE) where Input Variables are varied and Output Variables are measured. Based on the DoE results, a risk scoring system is developed to identify the sensitivity of the Input Variables, and as a …