Comparing Gradient Estimation Methods Applied to Stochastic Manufacturing Systems

Abstract

This paper compares two gradient estimation methods that can be usedfor estimating the sensitivities of output metrics with respectto the input parameters of a stochastic manufacturing system.A brief description of the methods used currently is followedby a description of the two methods: the finite difference methodand the simultaneous perturbation method. While the finitedifference method has been in use for a long time, simultaneousperturbation is a relatively new method which has beenapplied with stochastic approximation for optimizationwith good results. The methods described are used to analyzea stochastic manufacturing system and estimate gradients.The results are compared to the gradients calculated fromanalytical queueing system models.<p>These gradient methods are of significant use in complex manufacturingsystems like semiconductor manufacturing systems where we havea large number of input parameters which affect the average total cycle time.These gradient estimation methods can estimate the impact thatthese input parameters have and identify theparameters that have the maximum impact on system performance.