Efficient Hybrid Simulation Optimization via Graph Neural Network Metamodeling

Simulation metamodeling is essential for speeding up optimization via simulation to support rapid decision making. During optimization, the metamodel, rather than expensive simulation, is used to compute objective values. We recently developed graphical neural metamodels (GMMs) that use graph neural networks to allow the graphical structure of a simulation model to be treated as a metamodel input parameter that can be varied along with scalar inputs. In this paper we provide novel methods for using GMMs to solve hybrid optimization problems where both real-valued input parameters and graphical structure are jointly optimized. The key ideas are to modify Monte Carlo tree search to incorporate both discrete and continuous optimization and to leverage the automatic differentiation infrastructure used for neural network training to quickly compute gradients of the objective function during stochastic gradient descent. Experiments on stochastic activity network and warehouse models demonstrate the potential of our method.