串行生产线的参数优化
Parameter Optimization for Production Systems in Series
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摘要: 对随机离散事件系统模型,用实验(或模拟)方法进行扰动分析(Perturbation Analysisi, 简称PA),对固定的样本,得到性能指标(设为J(θ))对可调参数θ的梯度dJ(θ)/dθ的估计. 用固定长度的观测值(如L个顾客)估计dJ(θ)/dθ,将估计值代入随机逼近算法,递推地求最优 参数,得到了基于扰动分析的优化算法.实验结果表明.这种优化算法,有较好的收敛速度. 对串行生产线,提出每离开L个顾客递推一次参数的优化算法,并证明了这种算法可收敛到 使J(θ)达极小的θ.Abstract: Based on a fixed sample path, perturbation analysis (PA) offers an estimate for the gradient-d.l(θ)/dθ of performance measure J(θ) with respect to the adjustable parameter θ for stochastic discrete event systems. The PA estimate of dJ(θ)/dθ using fixed length of observation (e. g., L customers) is then put into the stochastic approximation algorithm which recursively optimize the parameter. This is the socalled "Single-Run-Optimization" algorithm. Experiment results show that this kind of algorithms has relatively fast convergence rate. For production systems in series this paper proposes an optimization algorithm which iterates once after every L customers' departure and proves that the algorithm converges to θ which minimizes J(θ).
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