Enhancing Theoretical Optimization Solutions by Coupling with Simulation

When using optimization techniques based on mathematical models, we often need to make important simplifications. The solution thus provided, even if proven to be theoretically one of the best, might not be so good in practice. Simulation can be used to evaluate the actual performance of the solution. We propose here a coupling between optimization and simulation that tries to improve the solution provided by a mathematical model. This approach still focuses on optimizing the theoretical objective function, contrary to the common optimization-simulation coupling that focuses on improving the objective function evaluated from simulation. We propose to illustrate this approach on a routing problem, and present numerical results on the quality of the solution and the efficiency of both coupling approaches.