Global optimization of simulation based complex systems

In this chapter we deal with global optimization problems where the objective function is computed by means of a possibly expensive simulation code. We present four real world challenging applications arising in different fields and describe four solution approaches that have been successfully applied to these applications. These solution algorithms belong to significant classes of methods in the literature. To explain the success of these ad-hoc algorithms, we match some peculiar properties of each problem with the characteristics of the solution methods. The four case-studies indicate that the more the algorithm is tailored to the specific application, the more satisfactory are the results both in terms of computational effort and of solution quality.