A DFO technique to calibrate queueing models

Thomas Begin 1 Bruno Baynat 1 Francis Sourd 2 Alexandre Brandwajn 3
1 NPA - Networks and Performance Analysis
LIP6 - Laboratoire d'Informatique de Paris 6
2 RO - Recherche Opérationnelle
LIP6 - Laboratoire d'Informatique de Paris 6
Abstract : A crucial step in the modeling of a system is to determine the values of the parameters to use in the model. In this paper we assume that we have a set of measurements collected from an operational sys- tem, and that an appropriate model of the system (e.g., based on queueing theory) has been developed. Not infrequently proper values for certain parameters of this model may be difficult to estimate from available data (because the corresponding parameters have unclear physical meaning or because they cannot be directly obtained from available measurements, etc.). Hence, we need a technique to determine the missing parameter values, i.e., to calibrate the model. As an alternative to unscalable “brute force” technique, we propose to view model calibration as a non- linear optimization problem with constraints. The resulting method is conceptually simple and easy to implement. Our contribution is twofold. First, we propose improved definitions of the “objective function” to quantify the “distance” between performance indices produced by the model and the values obtained from measurements. Second, we develop a customized derivative-free optimization (DFO) technique whose original feature is the ability to allow temporary constraint violations. This technique allows us to solve this optimization problem accurately, thereby providing the “right” parameter values. We illustrate our method using two simple real-life case studies.
Type de document :
Article dans une revue
Computers and Operations Research, Elsevier, 2010, 37 (2), pp.273 - 281. 〈10.1016/j.cor.2009.04.020〉
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https://hal.inria.fr/inria-00539827
Contributeur : Thomas Begin <>
Soumis le : jeudi 25 novembre 2010 - 11:40:55
Dernière modification le : mercredi 21 mars 2018 - 18:58:11

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Thomas Begin, Bruno Baynat, Francis Sourd, Alexandre Brandwajn. A DFO technique to calibrate queueing models. Computers and Operations Research, Elsevier, 2010, 37 (2), pp.273 - 281. 〈10.1016/j.cor.2009.04.020〉. 〈inria-00539827〉

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