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Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

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Title Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times
 
Creator MISHRA, VIVEK
BHATNAGAR, SHALABH
HEMACHANDRA, N
 
Subject computer simulation
access control
algorithms
discrete time control system
optimization
perturbation techniques
 
Description We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.
 
Publisher IEEE
 
Date 2009-06-22T04:39:16Z
2011-11-28T08:28:43Z
2011-12-15T09:57:35Z
2009-06-22T04:39:16Z
2011-11-28T08:28:43Z
2011-12-15T09:57:35Z
2008
 
Identifier Proceedings of the 46th IEEE Conference on Decision and Control, New Orleans, LA, USA, 12-14 December 2007, 2986-2991
1424414989
10.1109/CDC.2007.4434229
http://hdl.handle.net/10054/1556
http://dspace.library.iitb.ac.in/xmlui/handle/10054/1556