Multi-objective ordinal optimization for simulation optimization problems

Automatica

Volumn 43, Issue 11, 2007, Pages 1884-1895

  Teng, Suyan ^a   Hay Lee, Loo ^a   Peng Chew, Ek ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Alignment probability; Multi objective simulation optimization; Ordinal optimization; Pareto optimality

Indexed keywords

BAYESIAN NETWORKS; COMPUTER SIMULATION; NUMERICAL METHODS; PROBABILITY; PROBLEM SOLVING;

ALIGNMENT PROBABILITY; MULTI OBJECTIVE SIMULATION OPTIMIZATION; ORDINAL OPTIMIZATION (OO); PARETO OPTIMALITY;

PARETO PRINCIPLE;

EID: 35348836102     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2007.03.011     Document Type: Article

References (15)

1. Cassandras C.G., Dai L., and Panayiotou C.G. Ordinal optimization for a class of deterministic and stochastic discrete resource allocation problems. IEEE Transactions on Automatic Control 43 7 (1998) 881-900
2. Dai L.Y. Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems. Journal of Optimization Theory and Applications 91 2 (1997) 363-388
3. DeGroot M.H. Optimal statistical decisions (1970), McGraw-Hill Inc., New York
4. Deng M., and Ho Y.C. An ordinal optimization approach to optimal control problems. Automatica 35 (1999) 331-338
5. Gong W.B., Ho Y.C., and Zhai W.G. Stochastic comparison algorithm for discrete optimization with estimation. SIAM Journal on Control and Optimization 10 (1999) 384-404
6. Ho Y.C., Sreenivas R.S., and Vakili P. Ordinal optimization of DEDS. Discrete Event Dynamic Systems: Theory and Applications 2 1 (1992) 61-88
7. Ho Y.C. An explanation of ordinal optimization: Soft computing for hard problems. Information Sciences 113 3-4 (1999) 169-192
8. Ho Y.C., and Larson M.E. Ordinal optimization approach to rare event probability problems. Journal of Discrete Event Dynamic Systems 5 (1995) 281-301
9. Lau T.W.E., and Ho Y.C. Universal alignment probabilities and subset selection for ordinal optimization. Journal of Optimization Theory and Applications 93 3 (1997) 455-489
10. Lee L.H., Lau T.W.E., and Ho Y.C. Explanation of goal softening in ordinal optimization. IEEE Transactions on Automatic Control 44 1 (1999) 94-99
11. Lee L.H., Abernathy F.H., and Ho Y.C. Production scheduling for apparel manufacturing systems. Production Planning & Control 11 3 (2000) 281-290
12. Lee L.H., et al. Application of multi-objective simulation optimization techniques to inventory management problems. Proceedings of the 2005 winter simulation conference (2005), IEEE Press, Piscataway, NJ 1684-1691
13. Li D., Lee L.H., and Ho Y.C. Constraint ordinal optimization. Information Sciences 148 (2002) 201-220
14. Li D., Lee L.H., and Ho Y.C. Vector ordinal optimization-A new heuristic approach and its application to computer network routing design problems. International Journal of Operations and Quantitative Management 5 3 (1999) 211-230
15. Zhao Q.C., Ho Y.C., and Jia Q.S. Vector ordinal optimization. Journal of Optimization Theory and Applications 125 2 (2005) 259-274