KSLCore/ksl.simopt.solvers.algorithms.isc/FixedScheduleSAR

FixedScheduleSAR

class FixedScheduleSAR(val initialReplications: Int = DEFAULT_INITIAL_REPLICATIONS, val epsilon: Double = DEFAULT_EPSILON) : SimulationAllocationRuleIfc(source)

The deterministic ISC allocation schedule: the target number of replications for a solution at iteration k grows as max(n0, ceil(n0 * (ln k)^(1 + epsilon))), and the rule returns the shortfall between that target and the replications the solution already has. The slightly-super-logarithmic growth (epsilon > 0) matches the COMPASS sample-size schedule that drives simulation error to zero while keeping total effort modest.

Parameters

initialReplications

the floor n0 on replications per solution (also the target for the first iterations); defaults to DEFAULT_INITIAL_REPLICATIONS

epsilon

the positive exponent offset controlling growth rate; defaults to DEFAULT_EPSILON

Constructors

FixedScheduleSAR

constructor(initialReplications: Int = DEFAULT_INITIAL_REPLICATIONS, epsilon: Double = DEFAULT_EPSILON)

Types

Companion

object Companion

Properties

epsilon

val epsilon: Double

initialReplications

val initialReplications: Int

Functions

additionalReplications

open override fun additionalReplications(solution: Solution, iteration: Int): Int

The number of additional replications to allocate to solution at iteration iteration.

targetReplications

fun targetReplications(iteration: Int): Int

The target replication count for a solution at the given (1-based) iteration.