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Efficient Simulation Budget Allocation for Ranking the TopmDesigns

Hui Xiao, Loo Hay Lee
2014 Discrete Dynamics in Nature and Society  
Using the optimal computing budget allocation framework, we formulate this problem as that of maximizing the probability of correctly ranking the topmdesigns subject to the constraint of a fixed limited  ...  The asymptotically optimal allocation rule is obtained by maximizing this convergence rate function. To implement the simulation budget allocation rule, we suggest a heuristic sequential algorithm.  ...  Acknowledgments The authors would like to thank the editor and the anonymous reviewers for the constructive comments which have improved the quality of this paper.  ... 
doi:10.1155/2014/195054 fatcat:5gmpp3bmhfbhllu2wn7p2uyoky

An asymptotic allocation for simultaneous simulation experiments

Hsiao-Chang Chen, Chun-Hung Chen, Jianwu Lin, Enver Yücesan
1999 Proceedings of the 31st conference on Winter simulation Simulation---a bridge to the future - WSC '99  
An asymptotically optimal allocation rule for maximizing a lower bound of the probability of correct selection is presented.  ...  the best simulation run lengths for all simulation experiments, and (iii) significantly reduce the total computation cost.  ...  OPTIMAL COMPUTING BUDGET ALLOCATION (OCBA) The problem is the optimal allocation of the simulation replications to each competing design to maximize P{CS}.  ... 
doi:10.1145/324138.324242 fatcat:c7x5lkwt5zgh3drmti4ee7brc4

Computing efforts allocation for ordinal optimization and discrete event simulation

Hsiao-Chang Chen, Chun-Hung Chen, E. Yucesan
2000 IEEE Transactions on Automatic Control  
The results indicate that our approach can obtain an additional 74% computation time reduction above and beyond the reduction obtained through the use of ordinal optimization for a 10-design example. mended  ...  Ordinal optimization has emerged as an efficient technique for simulation and optimization. Exponential convergence rates can be achieved in many cases.  ...  The third author wishes to thank the Systems Engineering Department at the University of Pennsylvania, where he was a visitor during the completion of this research, for the wonderful work environment.  ... 
doi:10.1109/9.855560 fatcat:xliuwj6ocnctblaahtbjt2sc2u

DA-OCBA: Distributed Asynchronous Optimal Computing Budget Allocation Algorithm of Simulation Optimization Using Cloud Computing

Yukai Wang, Wenjie Tang, Yiping Yao, Feng Zhu
2019 Symmetry  
Among all ranking and selection algorithms, the optimal computing budget allocation (OCBA) algorithm is one of the most efficient.  ...  Due to the influence of randomness, the algorithms for ranking and selection need high and uncertain amounts of computing power.  ...  Among all ranking and selection algorithms, optimal computing budget allocation (OCBA) [7] is one of the most efficient algorithms for simulation optimization [8] .  ... 
doi:10.3390/sym11101297 fatcat:cy3wgizm2nasncmszvc47ta34y

Makespan and Energy Robust Stochastic Static Resource Allocation of a Bag-of-Tasks to a Heterogeneous Computing System

Mark A. Oxley, Sudeep Pasricha, Anthony A. Maciejewski, Howard Jay Siegel, Jonathan Apodaca, Dalton Young, Luis Briceno, Jay Smith, Shirish Bahirat, Bhavesh Khemka, Adrian Ramirez, Yong Zou
2015 IEEE Transactions on Parallel and Distributed Systems  
Energy-aware resource allocation is one technique a system administrator can employ to address both problems: optimizing the workload completion time (makespan) when given an energy budget, or to minimize  ...  We develop and analyze several heuristics for energy-aware resource allocation for both energy-constrained and deadline-constrained problems.  ...  Hansen [3] and the 2013 Workshop on Power and Energy Aspects of Computation [27] .  ... 
doi:10.1109/tpds.2014.2362921 fatcat:b2lgo46atbdhbjsiw3vvljumfm

Worst-Case Scenarios for Greedy, Centrality-Based Network Protection Strategies [article]

Michael Zargham, Victor M. Preciado
2014 arXiv   pre-print
The task of allocating preventative resources to a computer network in order to protect against the spread of viruses is addressed.  ...  We address the worst case performance of such greedy algorithms be constructing networks for which these greedy allocations are arbitrarily inefficient.  ...  For the case ofβ P R , it is necessary to compute the Page rank vector for G.  ... 
arXiv:1401.5753v1 fatcat:aasehgbc7bf4bm6eaqkmtblew4

SINGLE- AND MULTI-OBJECTIVE RANKING AND SELECTION PROCEDURES IN SIMULATION: A HISTORICAL REVIEW

Moonyoung Yoon, James Bekker
2017 South African Journal of Industrial Engineering  
Ranking and selection (R&S) procedures form an important research field in computer simulation and its applications.  ...  The optimal computing budget allocation procedures In R&S, optimal computing budget allocation (OCBA) presents another approach. Chen et al.  ...  The multi-objective optimal computing budget allocation procedure The multi-objective optimal computing budget allocation (MOCBA) procedure has been undoubtedly the most popular method in MORS since it  ... 
doi:10.7166/28-2-1732 fatcat:2lc5hbehqrhsdj63ztbclv6nci

Balanced Ranking Mechanisms [article]

Debasis Mishra, Tridib Sharma
2016 arXiv   pre-print
We show that our mechanism is optimal in a restricted class of satisfactory ranking mechanisms.  ...  Our mechanism allocates the object to the highest valued agent with more than 99% probability provided there are at least 14 agents. It is also ex-post individually rational.  ...  This completes the proof that there is a feasible solution of (DP-RANK) with z * defined by Equation 6. Step 3 -Optimality.  ... 
arXiv:1604.08379v1 fatcat:rfpbcig4wvfcjjarppqm7jqoie

Ranking and selection for multiple performance measures using incomplete preference information

V. Mattila, K. Virtanen
2015 European Journal of Operational Research  
of available simulation replications limited Existing approaches Optimal computing budget allocation (OCBA) [Chen et al., 2000] Performance measures aggregated with MAU function Maximizes probability  ...  . , X kn ), n performance measures of a stochastic simulation model for design k E (X ki ) estimated from samples of X ki obtained through simulation replications of the model Computing budget, i.e., number  ... 
doi:10.1016/j.ejor.2014.10.028 fatcat:3mp4isolgvhavh4l5uynd5hlc4

Optimization of Intermediate-Level Budget Allocation Using a Genetic Algorithm

Hussien Al-Battaineh
2013 International Journal of Architecture, Engineering and Construction  
This paper presents the implementation of a genetic algorithm (GA) for optimizing infrastructure budget allocation within an intermediate-level modelling framework.  ...  This illustration covers both constrained and unconstrained budget optimization.  ...  Budget allocation optimization objectives considered in the model are the optimization of performance for a set budget, or the optimization of budget for a set level of performance.  ... 
doi:10.7492/ijaec.2013.014 fatcat:vsritt4gd5brdi3itbbdzurbey

Distributed Strategy for Power Re-Allocation in High Performance Applications

Vaibhav Sundriyal, Masha Sosonkina
2020 Journal of Computer and Communications  
Experiments, performed on four nodes (112 cores) of a modern computing platform interconnected with Infiniband showed that even a significant power budget reduction of 20% may result in a performance degradation  ...  In this work, a runtime strategy is proposed to distribute a given power allocation among the cluster nodes assigned to the application while balancing their performance change.  ...  Acknowledgements The authors are grateful to the reviewers for their helpful and constructive com- Conflicts of Interest The authors declare no conflicts of interest regarding the publication of this  ... 
doi:10.4236/jcc.2020.812014 fatcat:wn264cm755gjbg5zc27qrp2h3u

A Security Aware Resource Allocation Model for Cloud Based Healthcare Workflows

P. Blessed Prince, D. Agnes Ruphavathani, S. P. Jeno Lovesum
2016 Indian Journal of Science and Technology  
Researchers utilize the services of cloud for running large scale data and other computation intensive applications like healthcare workflows.  ...  The major issue arises while allocating the cloud resources to the task in the workflows, in this paper an efficient scheduling method for work flow has been proposed.  ...  Use priority ranking to compute a rank value for each node. 3. Sort nodes in descending order of their rank values. 4.  ... 
doi:10.17485/ijst/2016/v9i45/106491 fatcat:tozrj7zeknallfajd44wev3wxy

Optimal Resource Allocation for Defense of Targets Based on Differing Measures of Attractiveness

Vicki M. Bier, Naraphorn Haphuriwat, Jaime Menoyo, Rae Zimmerman, Alison M. Culpen
2008 Risk Analysis  
Also, different measures of target attractiveness yield different optimal budget allocations, emphasizing the importance of developing more realistic terrorist objective functions for use in budget allocation  ...  In this article, we apply a rigorous computational model to the problem of identifying optimal resource allocations.  ...  Department of Homeland Security through the Center for Risk and Economic Analysis of Terrorism Events (CREATE) under Grant N00014-05-630.  ... 
doi:10.1111/j.1539-6924.2008.01053.x pmid:18643831 fatcat:qlkr77cg5vdqrpf62riiecncsq

Prioritizing relevance judgments to improve the construction of IR test collections

Mehdi Hosseini, Ingemar J. Cox, Natasa Milic-Frayling, Trevor Sweeting, Vishwa Vinay
2011 Proceedings of the 20th ACM international conference on Information and knowledge management - CIKM '11  
We consider the problem of optimally allocating a fixed budget to construct a test collection with associated relevance judgements, such that it can (i) accurately evaluate the relative performance of  ...  For a given set of queries, we adopt the traditional pooling method and use a portion of the budget to evaluate a set of documents retrieved by the participating systems.  ...  The value of k 0 is determined based on the budget allocated to Stage 1. The budget is uniformly distributed across queries. 3. Compute the MAR for the held-out runs.  ... 
doi:10.1145/2063576.2063671 dblp:conf/cikm/HosseiniCMSV11 fatcat:7iel3jgexjanza3kuj3clvkinq

Computing large market equilibria using abstractions [article]

Christian Kroer, Alexander Peysakhovich, Eric Sodomka, Nicolas E. Stier-Moses
2021 arXiv   pre-print
Computing market equilibria is an important practical problem for market design, for example in fair division of items.  ...  We show how to bound important quantities such as regret, envy, Nash social welfare, Pareto optimality, and maximin share/proportionality when the abstracted prices and allocations are used in place of  ...  Between 2014 and 2017, he supported the Economics, Algorithms and Optimization team, which is one of the areas of focus of Core Data Science.  ... 
arXiv:1901.06230v2 fatcat:mbr5lfyibrdhvgf7rstohjc5ji
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