A multi-objective selection procedure of determining a Pareto set

Computers and Operations Research

Volumn 36, Issue 6, 2009, Pages 1872-1879

  Chen, E Jack ^a   Lee, Loo Hay ^b  

^a BASF CORPORATION   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Indifference zone; Pareto set; Ranking and selection; Simulation

Indexed keywords

COMPUTATIONAL RESULTS; INDIFFERENCE ZONE; MULTIPLE CRITERIONS; PARETO SET; PARETO SETS; RANKING AND SELECTION; RANKING AND SELECTIONS; S PROCEDURES; SAMPLE SIZES; SELECTION PROCEDURES; SIMULATION; SYSTEM PERFORMANCES;

PARETO PRINCIPLE;

EID: 56549094737     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2008.06.003     Document Type: Article

References (20)

1. Chen C.H., Lin J., Yücesan E., and Chick S.E. Simulation budget allocation for further enhancing the efficiency of ordinal optimization. Journal of Discrete Event Dynamic Systems 10 3 (2000) 251-270
2. Chen E.J., and Kelton W.D. An enhanced two-stage selection procedure. Proceedings of the 2000 winter simulation conference (2000) 727-735
3. Bechhofer R.E., Santner T.J., and Goldsman D.M. Design and analysis of experiments for statistical selection screening and multiple comparisons (1995), Wiley, New York
4. Swisher J.R., Jacobson S.H., and Yücesan E. Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey. ACM Transactions on Modeling and Computer Simulation 13 2 (2003) 134-154
5. Butler J., Morrice D.J., and Mullarkey P.W. A multiple attribute utility theory approach to ranking and selection. Management Science 47 (2001) 800-816
6. Rinott Y. On two-stage selection procedures and related probability inequalities. Communications in Statistics A 7 (1978) 799-811
7. Dudewicz E.J., and Taneja V.S. Multivariate ranking and selection without reduction to a univariate problem. Proceedings of the 1978 winter simulation conference (1978) 207-210
8. Lee L.H., Chew E.P., Teng S.Y., and Goldsman D. Optimal computing budget allocation for multi-objective simulation models. Proceedings of the 2004 winter simulation conference (2004) 586-594
9. Lee L.H., Chew E.P., and Teng S.Y. Integration of statistical selection with search mechanism for solving multi-objective simulation-optimization problems. Proceedings of the winter simulation conference (2006) 294-303
10. Fonseca C.M., and Fleming P.J. An overview of evolutionary algorithms in multiobjective optimization. Evolutionary Computation 3 1 (1995) 1-16
11. Zitzler E., and Thiele L. Multiobjective evolutionary algorithms: a comparatative case study and the strength pareto approach. IEEE Transactions on Evolutionary Computation 3 4 (1999) 257-271
12. Rice J.A. Mathematical statistics and data analysis. 2nd ed (1995), Duxbury Press, Belmont, California
13. Chen E.J. Using ordinal optimization approach to improve efficiency of selection procedures. Journal of Discrete Event Dynamic Systems 14 2 (2004) 153-170
14. Chen E.J. Indifference-zone subset selection procedures using sample means to improve efficiency. Proceedings of the 2007 winter simulation conference (2007) 535-543
15. Koenig L.W., and Law A.M. A procedure for selecting a subset of size m containing the l best of k independent normal populations. Communications in Statistics-Simulation and Communication B 14 (1985) 719-734
16. Law A.M., and Kelton W.D. Simulation modeling and analysis. 3rd ed (2000), McGraw-Hill, New York
17. Kim S.H., and Nelson B.L. A fully sequential procedure for indifference-zone selection in simulation. ACM TOMACS 11 3 (2001) 251-273
18. Chen E.J., and Kelton W.D. A procedure for generating batch-means confidence interval for simulation: checking independence and normality. Simulation: Transactions of The Society for Modeling and Simulation International 83 (2007) 683-694
19. Nelson B.L., and Matejcik F.J. Using common random numbers for indifference-zone selection and multiple comparisons in simulation. Management Science 41 (1995) 1935-1945
20. Chen E.J. Comparison with a standard via all-pairwise comparisons. Journal of Discrete Event Dynamic Systems 16 3 (2006) 385-403