Please do ensure you read the pioneering work in Raimo Keloharjus monograph:
"Relativity Dynamics" Helsinki School of Economics: Helsinki 1983.
This will also help you to do a selective citation search where you will turn up papers by R. Geoff Coyle and Eric F. Wolstenholme on this topic.
Good Luck.
Frederick Wheeler.
____________________________________________________________________
Dr. Frederick P. Wheeler
University of Bradford Direct line: +44 (0) 1274 384365
Management Centre Switchboard: +44 (0) 1274 384393
Emm Lane Facsimile: +44 (0) 1274 554866
Bradford BD9 4JL
England Internet: f.p.wheeler@bradford.ac.uk
Optimisation
-
Gary Kenward
- Newbie
- Posts: 1
- Joined: Fri Mar 29, 2002 3:39 am
Optimisation
[Hosts Note : The discussion on optimization is beginning to drift a
little from issues in system dynamics. Nonetheless, the
following comments, I think, bring forth some very important
issues in system dynamics.
Jay Forrester has, for decades, advocated the use of models
to develop policies that will improve performance of social
systems. At the same time the words "optimal" and "best" are
typically (though not universally) downplayed. But certainly
Forrester never advocated the use of bad policies. If we replace
"optimial" with "really great" do any objections remain. Now the
question becomes how formal a model do you need to develop a
really great policy?
The enclosed note talks about optimizing informal qualitative
models. The question this raises is whether this is good
enough. Or, turned around, isnt that how Bosnia got to be
the way it is? ]
The concept of optimizing a systems behaviour, I believe, is independent
of the the domain under investigation. What is more important is the
nature of the model, the model attributes, and the optimization goals.
Engineering applications are usually concerned with quantifiable processes
(almost by definition), thus the models are numeric and the optimization
occurs over a multidimensional solution surface represented by numerical
values.
A simple example of a qualitative system: an interior decorator optimizes
over physical layout, light, architectural features, color balances,
and personal preferences. Interior decoration is not, as yet, a capability
easily transferred to a computer model, but it would seem to me that there
is the essence of this type of problem is an interesting research topic, very
relevant to system dynamics.
Optimization does have have a social relevance, at least local optimization,
as opposed to global optimization, but the tools are different. Perhaps the
tools are not even analytic, but that does not mean an optimal solution
in some sense is not derivable. The important issue is the derivation of
models for social systems that can be operated upon systematically and
deterministically to produce a relevant, practical optimal solution.
It is often assumed that quantitative representation is required for
implementation of the model and the optimization methdology in a computational
form that can be programmed and executed in a computational form. Most
expert system models are implemented in this manner: subjective or qualtitative
information is mapped into a quantitative representation to allow computational
operations. Thus, to continue the example, the compatibility of certain color
schemes might be mapped to a numerical range of 0 (green with red) to 1
(burgandy and beige).
Because our current computational models are quantitative (i.e. numeric), we
tend to think of optimization as being numeric. Until we develope automata
that can operate on relational models (neural nets may be a basis for such
a solution) the need to instantiate a model in computational terms should be
divorced from the modelling domain itself.
--
Gary W. Kenward
ITO HEWLETT-PACKARD (Canada) Ltd. email: gary@idacom.hp.com
Suite 2301 phone: 604 454 3439
4710 Kingsway Avenue fax: 604 454 3401
Burnaby, BC Canada V5H 4M2
"To see a world in a grain of sand,
And heaven in a wild flower,
To hold infinity in the palm of your hand,
And eternity in an hour." -- William Blake
little from issues in system dynamics. Nonetheless, the
following comments, I think, bring forth some very important
issues in system dynamics.
Jay Forrester has, for decades, advocated the use of models
to develop policies that will improve performance of social
systems. At the same time the words "optimal" and "best" are
typically (though not universally) downplayed. But certainly
Forrester never advocated the use of bad policies. If we replace
"optimial" with "really great" do any objections remain. Now the
question becomes how formal a model do you need to develop a
really great policy?
The enclosed note talks about optimizing informal qualitative
models. The question this raises is whether this is good
enough. Or, turned around, isnt that how Bosnia got to be
the way it is? ]
The concept of optimizing a systems behaviour, I believe, is independent
of the the domain under investigation. What is more important is the
nature of the model, the model attributes, and the optimization goals.
Engineering applications are usually concerned with quantifiable processes
(almost by definition), thus the models are numeric and the optimization
occurs over a multidimensional solution surface represented by numerical
values.
A simple example of a qualitative system: an interior decorator optimizes
over physical layout, light, architectural features, color balances,
and personal preferences. Interior decoration is not, as yet, a capability
easily transferred to a computer model, but it would seem to me that there
is the essence of this type of problem is an interesting research topic, very
relevant to system dynamics.
Optimization does have have a social relevance, at least local optimization,
as opposed to global optimization, but the tools are different. Perhaps the
tools are not even analytic, but that does not mean an optimal solution
in some sense is not derivable. The important issue is the derivation of
models for social systems that can be operated upon systematically and
deterministically to produce a relevant, practical optimal solution.
It is often assumed that quantitative representation is required for
implementation of the model and the optimization methdology in a computational
form that can be programmed and executed in a computational form. Most
expert system models are implemented in this manner: subjective or qualtitative
information is mapped into a quantitative representation to allow computational
operations. Thus, to continue the example, the compatibility of certain color
schemes might be mapped to a numerical range of 0 (green with red) to 1
(burgandy and beige).
Because our current computational models are quantitative (i.e. numeric), we
tend to think of optimization as being numeric. Until we develope automata
that can operate on relational models (neural nets may be a basis for such
a solution) the need to instantiate a model in computational terms should be
divorced from the modelling domain itself.
--
Gary W. Kenward
ITO HEWLETT-PACKARD (Canada) Ltd. email: gary@idacom.hp.com
Suite 2301 phone: 604 454 3439
4710 Kingsway Avenue fax: 604 454 3401
Burnaby, BC Canada V5H 4M2
"To see a world in a grain of sand,
And heaven in a wild flower,
To hold infinity in the palm of your hand,
And eternity in an hour." -- William Blake
-
GR383@albnyvms.Bitnet (George Ri
- Junior Member
- Posts: 10
- Joined: Fri Mar 29, 2002 3:39 am
Optimisation
Shaun Tang writes:
>As part of my PhD program, I would like to study more about the topic of
>optimisation in the system dyanmics context.
>
>It seems that this topic can be branched out into three issues:
>1. whether optimisation is part of the "conventional" SD methodologies?
>2. what is the meaning of optimisation in the SD context?
>3. what is the difference between "SD optimisation" and "system optimisation"?
>
Whether optimization is part of "conventional" system dynamics
methodoligies is entirely unimportant. If optimization, in whatever sense,
is important to do, then do it. We can worry later about what to call it.
I think the most important use of optimization in system dynamics writings
is the use of repeated simulation with some hill-climbing algorithm to
adjust selected parameters (including points in table functions) to fit
selected model output to historical data. Authors include Keloharju,
Wolstenholme, and Eberlein and Peterson (the latter embedded optimzation
routines into Vensim). I think Dysmap and its relative COSMIC and COSMOS
(Coyle) can do this sort of thing.
A less significant use involves the optimal placement of poles and zeros
(inthe control theory sense) to achieve an optimal model response to some
disturbance. I think this sort of optimization is less significant than
the above because it involves optimizing MODEL behavior, when the focus
must be on using models to help us manage real complex systems. It is far
from clear that our models of social systems are exact enough for "optimal"
model parameters and behavior to transfer directly to "optimal" real world
behavior.
"System optimization" refers, I guess, to making a system behave optimally.
I doubt that the phrase has any real meaning in social systems -- seems
likely to come from enginerring systems where one might be able to
constrain things enough to think of approaching "optimal" behavior.
...GPR
.............................................................................
George P. Richardson G.P.Richardson@Albany.edu
Rockefeller College of Public Affairs & Policy GR383@Albnyvms.bitnet
State University of New York at Albany Phone: 518-442-3859
Albany, NY 12222 FAX: 518-442-3398
.............................................................................
>As part of my PhD program, I would like to study more about the topic of
>optimisation in the system dyanmics context.
>
>It seems that this topic can be branched out into three issues:
>1. whether optimisation is part of the "conventional" SD methodologies?
>2. what is the meaning of optimisation in the SD context?
>3. what is the difference between "SD optimisation" and "system optimisation"?
>
Whether optimization is part of "conventional" system dynamics
methodoligies is entirely unimportant. If optimization, in whatever sense,
is important to do, then do it. We can worry later about what to call it.
I think the most important use of optimization in system dynamics writings
is the use of repeated simulation with some hill-climbing algorithm to
adjust selected parameters (including points in table functions) to fit
selected model output to historical data. Authors include Keloharju,
Wolstenholme, and Eberlein and Peterson (the latter embedded optimzation
routines into Vensim). I think Dysmap and its relative COSMIC and COSMOS
(Coyle) can do this sort of thing.
A less significant use involves the optimal placement of poles and zeros
(inthe control theory sense) to achieve an optimal model response to some
disturbance. I think this sort of optimization is less significant than
the above because it involves optimizing MODEL behavior, when the focus
must be on using models to help us manage real complex systems. It is far
from clear that our models of social systems are exact enough for "optimal"
model parameters and behavior to transfer directly to "optimal" real world
behavior.
"System optimization" refers, I guess, to making a system behave optimally.
I doubt that the phrase has any real meaning in social systems -- seems
likely to come from enginerring systems where one might be able to
constrain things enough to think of approaching "optimal" behavior.
...GPR
.............................................................................
George P. Richardson G.P.Richardson@Albany.edu
Rockefeller College of Public Affairs & Policy GR383@Albnyvms.bitnet
State University of New York at Albany Phone: 518-442-3859
Albany, NY 12222 FAX: 518-442-3398
.............................................................................
-
Shaun Tang
- Junior Member
- Posts: 8
- Joined: Fri Mar 29, 2002 3:39 am
Optimisation
As part of my PhD program, I would like to study more about the topic of
optimisation in the system dyanmics context.
It seems that this topic can be branched out into three issues:
1. whether optimisation is part of the "conventional" SD methodologies?
2. what is the meaning of optimisation in the SD context?
3. what is the difference between "SD optimisation" and "system optimisation"?
Your feedback for any comments, pointers and references
will be highly appreciated. Thanks in advance.
Cheers, Shaun
Shaun TANG
Department of Business Systems
Monash University, Clayton
Victoria 3168, AUSTRALIA
Email stang@fcit.monash.edu.au
Fax 61 3 99055159
Phone 61 3 99055810
optimisation in the system dyanmics context.
It seems that this topic can be branched out into three issues:
1. whether optimisation is part of the "conventional" SD methodologies?
2. what is the meaning of optimisation in the SD context?
3. what is the difference between "SD optimisation" and "system optimisation"?
Your feedback for any comments, pointers and references
will be highly appreciated. Thanks in advance.
Cheers, Shaun
Shaun TANG
Department of Business Systems
Monash University, Clayton
Victoria 3168, AUSTRALIA
Email stang@fcit.monash.edu.au
Fax 61 3 99055159
Phone 61 3 99055810
-
Bob L Eberlein
- Member
- Posts: 35
- Joined: Fri Mar 29, 2002 3:39 am
Optimisation
I think that George Richardsons comments were (as always) right on the
mark.
One small point I would like to make is that optimization for the purpose
of selecting and improving policies can be a very powerful tool.
Sidestepping the precision issue, optimization in this manner allows one
to explore automatically behavior under a variety of different parametric
assumptions on structure. Eventually the computer comes back and says
here is a good policy. Now you can look at the policy and see if it is
surprising - unexpectedly fast response times, indifference to customer
needs or anything else you would not have expected. If there is a
surprise, there is a reason for the surprise and that is significant
learning.
Bob Eberlein
vensim@world.std.com
mark.
One small point I would like to make is that optimization for the purpose
of selecting and improving policies can be a very powerful tool.
Sidestepping the precision issue, optimization in this manner allows one
to explore automatically behavior under a variety of different parametric
assumptions on structure. Eventually the computer comes back and says
here is a good policy. Now you can look at the policy and see if it is
surprising - unexpectedly fast response times, indifference to customer
needs or anything else you would not have expected. If there is a
surprise, there is a reason for the surprise and that is significant
learning.
Bob Eberlein
vensim@world.std.com
-
J.Vennix@MAW.KUN.NL
- Junior Member
- Posts: 3
- Joined: Fri Mar 29, 2002 3:39 am
Optimisation
For all interested in the topic of optimization there will be an article by
Jack Kleijnen on optimizing system dynamics models, using regression
procedures, in one of the next issues of the Review.
Jac Vennix
J.Vennix@maw.kun.nl
Jack Kleijnen on optimizing system dynamics models, using regression
procedures, in one of the next issues of the Review.
Jac Vennix
J.Vennix@maw.kun.nl
-
J.Vennix@MAW.KUN.NL
- Junior Member
- Posts: 3
- Joined: Fri Mar 29, 2002 3:39 am
Optimisation
Some people have asked me what the Review is.
When I said that an article on optimization would be in the Review, I
actually meant the System Dynamics Review, the journal of the System Dynamics
Society (ed. by John Wiley and Sons).
[Hosts Note: The System Dynamics Society and the System Dynamics
Review are discussed in the introduction to this list. Send the
message
info system-dynamics
to world.std.com for more information.
]
Apologies to those who had to ask,
Jac Vennix
J.Vennix@maw.kun.nl
When I said that an article on optimization would be in the Review, I
actually meant the System Dynamics Review, the journal of the System Dynamics
Society (ed. by John Wiley and Sons).
[Hosts Note: The System Dynamics Society and the System Dynamics
Review are discussed in the introduction to this list. Send the
message
info system-dynamics
to world.std.com for more information.
]
Apologies to those who had to ask,
Jac Vennix
J.Vennix@maw.kun.nl