Comparison of Modified Downhill Simplex and Differential Evolution with other Selected Optimization Methods Used for Discrete Event Simulation Models

The paper deals with testing and evaluation of selected heuristic optimization methods Random Search, Downhill Simplex, Hill Climbing, Tabu Search, Local Search, Simulated Annealing, Evolution Strategy and Differential Evolution. We modified basic methods in such a way that they are applicable for discrete event simulation optimization purposes. The paper is mainly focused on testing Downhill Simplex and Differential Evolution because these methods achieved below-average performances in the initial testing of finding the global optimum. We modified these methods and we compared the modified and previous basic versions of these methods. We proposed different evaluation criteria (criteria express the success in different ways). These criteria use box plot characteristics calculated from the repeated optimization experiments. We have also tested different settings of these optimization methods to analyse their behaviour considering the setup of the optimization method parameters. © 2015 The Authors. Published by Elsevier Ltd. Peer-review under responsibility of DAAAM International Vienna.