On-line instrumentation for simulation-based optimization

Traditionally, a simulation-based optimization (SO) system is designed as a black-box in which the internal details of the optimization process is hidden from the user and only the final optimization solutions are presented. As the complexity of the SO systems and the optimization problems to be solved increases, instrumentation -- a technique for monitoring and controlling the SO processes -- is becoming more important. This paper proposes a white-box approach by advocating the use of instrumentation components in SO systems, based on a component-based architecture. This paper argues that a number of advantages, including efficiency enhancement, gaining insight from the optimization trajectories and higher controllability of the SO processes, can be brought out by an on-line instrumentation approach. This argument is supported by the illustration of an instrumentation component developed for a SO system designed for solving real-world multi-objective operation scheduling problems.