Algorithms for Solving Inverse Problems of Simulation Modeling

Abstract

This paper is devoted to solving inverse problems of simulation modeling, which are presented in the form of an optimization problem. The article discusses the use of direct search methods taking into account the specifics of the problem under consideration. Due to the fact that these methods require a lot of computational experiments, two algorithms based on approximation were proposed for solving the problem. The first algorithm consists in determining and evaluating the parameters of the function of dependence (which can be linear or non-linear) of the output variable on the input variables and solving the inverse problem by minimizing increments of the arguments. In the second algorithm a linear function of dependence is iteratively constructed using the data set generated by changing the input variables in given increments, and the inverse problem is solved by minimizing increments of the arguments. The classical inventory management model with a threshold strategy is considered as an example. The inverse problem was solved using direct search and approximation-based methods.