Interactive implementation of optimal simulation experiment designs

Abstract

An attractive feature of many simulation packages is their availability on desktop computers and their potential for allowing the user to run a simulation model under different conditions in a highly interactive way. Such a way of studying a system is attractive because of its immediacy and the direct control it offers the user. However, partly as a consequence of this, good practice in the use of the methodology of the design of experiments is not always followed. As a result the efficiency and effectiveness of the overall simulation study may not be as good as it should be. In this paper we investigate how design of experiments methodology can be explicitly incorporated into interactive desktop studies. In particular we show how the optimal design of experiments methodology proposed by Cheng and Kleijnen (1998) for studying queues with highly heteroscedastic output can be used to provide a front-end advisory interface for controlling and conducting the study of an actual system. To illustrate our discussion, we show how the interface can be set up for the SIMUL8 simulation package and show its use in the actual analysis of a particular queueing model.