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This paper introduces a major redesign of SimOpt, a testbed of simulation-optimization (SO) problems and solvers. The testbed promotes the empirical evaluation and comparison of solvers and aims to accelerate their development. Relative to previous versions of SimOpt, the redesign ports the code to an object-oriented architecture in Python; uses an implementation of the MRG32k3a random number generator that supports streams, substreams, and subsubstreams; supports the automated use of common random numbers for ease and efficiency; includes a powerful suite of plotting tools for visualizing experiment results; uses bootstrapping to obtain error estimates; accommodates the use of data farming to explore simulation models and optimization solvers as their input parameters vary; and provides a graphical user interface. The SimOpt source code is available on a GitHub repository under a permissive open-source license and as a Python package. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: This work was supported by the National Science Foundation [Grant CMMI-2035086]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1273 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2022.0011 ) at ( http://dx.doi.org/10.5281/zenodo.7468744 ). 

Simulation optimization involves optimizing some objective function that can only be estimated via stochastic simulation. Many important problems can be profitably viewed within this framework. Whereas many solvers—implementations of simulation-optimization algorithms—exist or are in development, comparisons among solvers are not standardized and are often limited in scope. Such comparisons help advance solver development, clarify the relative performance of solvers, and identify classes of problems that defy efficient solution, among many other uses. We develop performance measures and plots, and estimators thereof, to evaluate and compare solvers and diagnose their strengths and weaknesses on a testbed of simulation-optimization problems. We explain the need for two-level simulation in this context and provide supporting convergence theory. We also describe how to use bootstrapping to obtain error estimates for the estimators. History: Accepted by Bruno Tuffin, area editor for simulation. Funding: This work was supported by the National Science Foundation [Grants CMMI-2035086, CMMI-2206972, and TRIPODS+X DMS-1839346]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplementary Information [ https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.1261 ] or is available from the IJOC GitHub software repository ( https://github.com/INFORMSJoC ) at [ http://dx.doi.org/10.5281/zenodo.7329235 ]. 

Automatic differentiation (AD) can provide infinitesimal perturbation analysis (IPA) derivative estimates directly from simulation code. These gradient estimators are simple to obtain analytically, at least in principle, but may be tedious to derive and implement in code. AD software tools aim to ease this workload by requiring little more than writing the simulation code. We review considerations when choosing an AD tool for simulation, demonstrate how to apply some specific AD tools to simulation, and provide insightful experiments highlighting the effects of different choices to be made when applying AD in simulation. 

The growing popularity of bike-sharing systems around the world has motivated recent attention to models and algorithms for their effective operation. Most of this literature focuses on their daily operation for managing asymmetric demand. In this work, we consider the more strategic question of how to (re)allocate dock-capacity in such systems. We develop mathematical formulations for variations of this problem (either for service performance over the course of one day or for a long-run-average) and exhibit discrete convex properties in associated optimization problems. This allows us to design a polynomial-time allocation algorithm to compute an optimal solution for this problem, which can also handle practically motivated constraints, such as a limit on the number of docks moved in the system. We apply our algorithm to data sets from Boston, New York City, and Chicago to investigate how different dock allocations can yield better service in these systems. Recommendations based on our analysis have led to changes in the system design in Chicago and New York City. Beyond optimizing for improved quality of service through better allocations, our results also provide a metric to compare the impact of strategically reallocating docks and the daily rebalancing of bikes. 

Sequential ranking-and-selection procedures deliver Bayesian guarantees by repeatedly computing a posterior quantity of interest—for example, the posterior probability of good selection or the posterior expected opportunity cost—and terminating when this quantity crosses some threshold. Computing these posterior quantities entails nontrivial numerical computation. Thus, rather than exactly check such posterior-based stopping rules, it is common practice to use cheaply computable bounds on the posterior quantity of interest, for example, those based on Bonferroni’s or Slepian’s inequalities. The result is a conservative procedure that samples more simulation replications than are necessary. We explore how the time spent simulating these additional replications might be better spent computing the posterior quantity of interest via numerical integration, with the potential for terminating the procedure sooner. To this end, we develop several methods for improving the computational efficiency of exactly checking the stopping rules. Simulation experiments demonstrate that the proposed methods can, in some instances, significantly reduce a procedure’s total sample size. We further show these savings can be attained with little added computational effort by making effective use of a Monte Carlo estimate of the posterior quantity of interest. Summary of Contribution: The widespread use of commercial simulation software in industry has made ranking-and-selection (R&S) algorithms an accessible simulation-optimization tool for operations research practitioners. This paper addresses computational aspects of R&S procedures delivering finite-time Bayesian statistical guarantees, primarily the decision of when to terminate sampling. Checking stopping rules entails computing or approximating posterior quantities of interest perceived as being computationally intensive to evaluate. The main results of this paper show that these quantities can be efficiently computed via numerical integration and can yield substantial savings in sampling relative to the prevailing approach of using conservative bounds. In addition to enhancing the performance of Bayesian R&S procedures, the results have the potential to advance other research in this space, including the development of more efficient allocation rules. 

We consider epidemiological modeling for the design of COVID-19 interventions in university populations, which have seen significant outbreaks during the pandemic. A central challenge is sensitivity of predictions to input parameters coupled with uncertainty about these parameters. Nearly 2 y into the pandemic, parameter uncertainty remains because of changes in vaccination efficacy, viral variants, and mask mandates, and because universities’ unique characteristics hinder translation from the general population: a high fraction of young people, who have higher rates of asymptomatic infection and social contact, as well as an enhanced ability to implement behavioral and testing interventions. We describe an epidemiological model that formed the basis for Cornell University’s decision to reopen for in-person instruction in fall 2020 and supported the design of an asymptomatic screening program instituted concurrently to prevent viral spread. We demonstrate how the structure of these decisions allowed risk to be minimized despite parameter uncertainty leading to an inability to make accurate point estimates and how this generalizes to other university settings. We find that once-per-week asymptomatic screening of vaccinated undergraduate students provides substantial value against the Delta variant, even if all students are vaccinated, and that more targeted testing of the most social vaccinated students provides further value.