Sensitivity analysis and optimization in simulation

Abstract

This paper is an advanced tutorial on the use of statistical techniques in sensitivity analysis, including the application of these techniques to optimization and validation of simulation models. Sensitivity analysis is divided into two phases. The first phase is a pilot stage, which consists of screening or searching for the important factors; a simple technique is sequential bifurcation. In the second phase, regression analysis is used to approximate the input/output behavior of the simulation model. This regression analysis gives better results when the simulation experiment is well designed, using classical statistical designs such as fractional factorials. To optimize the simulated system, Response Surface Methodology (RSM) is applied; RSM combines regression analysis, design of experiments, and steepest ascent. To validate a simulation model that lacks input/output data, again regression analysis and design of experiments are applied. Several case studies are summarized; they illustrate how in practice statistical techniques can make simulation studies give more general results, in less time.