Combining Simulation and Cutting Plane Methods in Service Systems

  title={Combining Simulation and Cutting Plane Methods in Service Systems},
  author={J{\'u}l{\'i}us Atlason and Ul{\'i}us and Shane G. Henderson},
In this paper we describe a method that combines simulation and cutting plane methods to solve resource allocation and scheduling problems. We solve a relaxed linear (integer) program iteratively and pass the solution of each iteration to a simulation. The results of the simulation are used to generate constraints in the linear (integer) program. We provide conditions under which the solution of the linear (integer) program converges to an optimal solution of the unrelaxed problem. The… CONTINUE READING
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