The multiobjective simulation optimization (MOSO) problem is a nonlinear multiobjective optimization problem in which multiple simultaneous and conflicting objective functions can only be observed with stochastic error. We provide an introduction to MOSO at the advanced tutorial level, aimed at researchers and practitioners who wish to begin working in this emerging area. Our focus is exclusively on MOSO methods that characterize the entire efficient or Pareto-optimal set as the solution to the MOSO problem; later, this set may be used as input to the broader multicriteria decision-making process. Our introduction to MOSO includes an overview of existing theory, methods, and provably convergent algorithms that explicitly control sampling error for (1) MOSO on finite sets, called multiobjective ranking and selection; (2) MOSO with integer-ordered decision variables; and (3) MOSO with continuous decision variables. In the context of integer-ordered and continuous decision variables, we focus on methods that provably converge to a local efficient set under the natural ordering. We also discuss key open questions that remain in this emerging field.

Background. Developing efficient procedures of model calibration, which entails matching model predictions to observed outcomes, has gained increasing attention. With faithful but complex simulation models established for cancer diseases, key parameters of cancer natural history can be investigated for possible fits, which can subsequently inform optimal prevention and treatment strategies. When multiple calibration targets exist, one approach to identifying optimal parameters relies on the Pareto frontier. However, computational burdens associated with higher-dimensional parameter spaces require a metamodeling approach. The goal of this work is to explore multiobjective calibration using Gaussian process regression (GPR) with an eye toward how multiple goodness-of-fit (GOF) criteria identify Pareto-optimal parameters. Methods. We applied GPR, a metamodeling technique, to estimate colorectal cancer (CRC)–related prevalence rates simulated from a microsimulation model of CRC natural history, known as the Colon Modeling Open Source Tool (CMOST). We embedded GPR metamodels within a Pareto optimization framework to identify best-fitting parameters for age-, adenoma-, and adenoma staging–dependent transition probabilities and risk factors. The Pareto frontier approach is demonstrated using genetic algorithms with both sum-of-squared errors (SSEs) and Poisson deviance GOF criteria. Results. The GPR metamodel is able to approximate CMOST outputs accurately on 2 separate parameter sets. Both GOF criteria are able to identify different best-fitting parameter sets on the Pareto frontier. The SSE criterion emphasizes the importance of age-specific adenoma progression parameters, while the Poisson criterion prioritizes adenoma-specific progression parameters. Conclusion. Different GOF criteria assert different components of the CRC natural history. The combination of multiobjective optimization and nonparametric regression, along with diverse GOF criteria, can advance the calibration process by identifying optimal regions of the underlying parameter landscape.

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Her research interests lie in engineering design education, engineering students' social processes (shared cognition and group emotion) in interdisciplinary design and innovation projects. She earned a B.S. in Electronics Engineering and an M.B.A. in South Korea and worked as a hardware development engineer and an IT strategic planner in the industry.

is a Ph.D. student in the Weldon School of Biomedical Engineering at Purdue University, West Lafayette IN. Her research interests focus on simulation modeling and optimization in population health, healthcare data analytics and outcomes research, community-based health operations research, and innovation education in engineering.