DiscoverSim™ Version 2 Workbook Contact Information: Technical Support: 1-866-475-2124 (Toll Free in North America) or 1-416-236-5877 Sales: 1-888-SigmaXL (888-744-6295) E-mail: [email protected] Web: www.SigmaXL.com Published: December 2015 Copyright © 2011 - 2015, SigmaXL, Inc. Table of Contents DiscoverSim™ Feature List Summary, Installation Notes, System Requirements and Getting Help ..................................................................................................................................1 DiscoverSim™ Version 2 Feature List Summary ...................................................................... 3 Key Features (bold denotes new in Version 2): ................................................................. 3 Common Continuous Distributions: .................................................................................. 4 Advanced Continuous Distributions: ................................................................................. 4 Discrete Distributions: ....................................................................................................... 5 Stochastic Information Packet (SIP): .................................................................................. 5 What’s New in Version 2 .................................................................................................... 6 Installation Notes ............................................................................................................... 8 DiscoverSim™ System Requirements ............................................................................... 12 Getting Help and Product Registration ............................................................................ 13 Initializing DiscoverSim Workbook .................................................................................. 14 Introduction to DiscoverSim™, Getting Started Tutorial and DiscoverSim™ Menu & Dialogs 15 Introduction to Monte Carlo Simulation and Optimization with DiscoverSim™ ................... 17 The Y=f(X) Model ............................................................................................................. 17 Monte Carlo Simulation ................................................................................................... 18 Components of Uncertainty ............................................................................................ 20 Selecting a Distribution .................................................................................................... 21 Specifying Truncation Values ........................................................................................... 23 Specifying Correlations .................................................................................................... 24 Optimization: Stochastic Versus Deterministic ............................................................... 25 Optimization: Local Versus Global ................................................................................... 26 Components of Optimization........................................................................................... 27 Summary of Optimization Features ................................................................................. 28 Getting Started Tutorial ......................................................................................................... 29 Overview of DiscoverSim™ Menu and Dialogs ...................................................................... 36 DiscoverSim Menu ........................................................................................................... 36 DiscoverSim Options ........................................................................................................ 37 Create/Edit Input Distribution ......................................................................................... 38 iii DiscoverSim: Table of Contents Create/Edit Output Response .......................................................................................... 40 Copy Cell, Paste Cell, Clear Cells ...................................................................................... 41 Model Summary ............................................................................................................... 42 Run Simulation ................................................................................................................. 43 Distribution Fitting: Batch Distribution Fit ....................................................................... 47 Distribution Fitting: Specified Distribution Fit ................................................................. 49 Distribution Fitting: Nonnormal Process Capability ........................................................ 51 Correlations ...................................................................................................................... 53 Optimization: Control ...................................................................................................... 54 Optimization: Constraint.................................................................................................. 55 Optimization: DSIM Function ........................................................................................... 56 Run Optimization ............................................................................................................. 57 DiscoverSim™: Case Studies ............................................................................................63 Case Study 1 – Basic Profit Simulation ................................................................................... 64 Introduction: Profit Simulation ........................................................................................ 64 Profit Simulation with DiscoverSim ................................................................................. 66 Case Study 2 –Magazine Production Optimization ............................................................... 85 Introduction: Simulation and Optimization to Determine Optimal Magazine Production Quantity to Maximize Profit ............................................................................................ 85 Optimization of Magazine Production Quantity with DiscoverSim ................................. 87 Case Study 3 – Six Sigma DMAIC Project Portfolio Selection ................................................ 97 Introduction: Optimizing DMAIC Project Portfolio to Maximize Cost Savings ................ 97 Optimization of Project Portfolio with DiscoverSim ........................................................ 98 Case Study 4 – Catapult Variation Reduction ...................................................................... 120 Introduction: Optimizing Catapult Distance Firing Process ........................................... 120 Catapult Simulation and Optimization with DiscoverSim .............................................. 122 Case Study 5 – Robust New Product Design ........................................................................ 137 Introduction: Optimizing Shutoff Valve Spring Force .................................................... 137 Spring Force Simulation and Optimization with DiscoverSim ....................................... 140 Case Study 6 – Multiple Response Optimization and Practical Tolerance Design .............. 158 Introduction: Optimizing Low Pass RC Filter.................................................................. 158 iv DiscoverSim: Table of Contents Multiple Response Optimization and Practical Tolerance Design of Low Pass RC Filter with DiscoverSim .................................................................................................................... 162 Case Study 6 References ................................................................................................ 187 DiscoverSim™ Appendix: Statistical Details for Distributions and Optimization Methods189 Statistical Details for Distributions and Optimization Methods .......................................... 191 DiscoverSim™ Engine and Excel Formula Interpreter ................................................... 191 Input Distribution Random Number Generation ........................................................... 192 Input Distribution Correlations ...................................................................................... 193 Input Distribution Sampling ........................................................................................... 195 Input Distribution Truncation ........................................................................................ 197 Table of DSIM Functions ................................................................................................ 198 Specifying the Optimization Objective Function ........................................................... 206 Formulas for Multiple Output Metrics .......................................................................... 208 Formulas for Statistical Measures ................................................................................. 210 Formulas for Quality and Process Capability Indices ..................................................... 214 MIDACO Mixed Integer Distributed Ant Colony Global Optimization ........................... 218 Genetic Algorithm (GA) Global Optimization ................................................................ 226 Discrete Exhaustive Global Optimization .....................................................................