A Heuristic Procedure for Selecting the Best Feasible Design in the Presence of Stochastic Constraints

Seon Han Choi, Bong Gu Kang, Tag Gon Kim

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


Motivated by the practical needs of simulation-based optimization, this paper considers a problem for selecting the best feasible design from a finite set of alternatives, subject to stochastic constraints given in several secondary objectives. We propose an efficient ranking and selection procedure that maximizes the accuracy of the selection under a limited simulation budget. The proposed procedure sequentially updates the simulation data of designs with a heuristic policy that allocates further simulation replications according to the evaluation results of data based on a statistical hypothesis test. Compared to recent studies, such as OCBA-CO and SCORE, this procedure can be more efficient when the simulation model involves large stochastic noise because its heuristic policy considers the precision of the sample mean ignored by the previous studies. Several experimental results of benchmarks demonstrate its improved efficiency, and a case study on the design of military network system shows its effectiveness for practical problems.

Original languageEnglish
Article number8632926
Pages (from-to)1016-1026
Number of pages11
JournalIEEE Transactions on Systems, Man, and Cybernetics: Systems
Issue number2
StatePublished - Feb 2021

Bibliographical note

Funding Information:
Manuscript received May 16, 2018; revised September 9, 2018; accepted January 18, 2019. Date of publication February 1, 2019; date of current version January 19, 2021. This work was supported by the “Development of Verification Technology for Industrial Convergence New Product Suitability-Certification Support (Standards/Criteria)” funded by the Ministry of Trade, Industry and Energy under Grant 10079284. This paper was recommended by Associate Editor Q. Wei. (Corresponding author: Seon Han Choi.) S. H. Choi is with the Industrial Convergence Infrastructure Office, Korea Institute of Industrial Technology, Ansan 15588, South Korea (e-mail: [email protected]).

Publisher Copyright:
© 2013 IEEE.


  • Constrained optimization
  • multiobjective system
  • ranking and selection (R AND S)
  • statistical hypothesis test
  • stochastic simulation


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