Ordinal optimization with computing budget allocation for selecting an optimal subset

DOI10.1142/S0217595916500093MaRDI QIDQ2809316zbMATH OpenFDO

Authors Mahmoud H. Alrefaei, Mohammad H. Almomani

Publication date 27 May 2016

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0217595916500093

zbMATH Keywords

large scale problemsoptimal computing budget allocationordinal optimization

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Production theory, theory of the firm (91B38)

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Cites work

• A Simulation Budget Allocation Procedure for Enhancing the Efficiency of Optimal Subset Selection
• A three-stage procedure for selecting a good enough simulated system
• Dynamics and convergence rate of ordinal comparison of stochastic discrete-event systems
• Ordinal optimization of DEDS
• Subset selection of best simulated systems

Cited in

(18)

• Integration of indifference-zone with multi-objective computing budget allocation
• Universal alignment probabilities and subset selection for ordinal optimization
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• A combined statistical selection procedure measured by the expected opportunity cost
• Simulation budget allocation for simultaneously selecting the best and worst subsets
• Optimal computing budget allocation for ordinal optimization in solving stochastic job shop scheduling problems
• An explanation of ordinal optimization: Soft computing for hard problems
• Selecting a good stochastic system for the large number of alternatives
• Selecting the best system using the three-stage and the four-stage selection approaches
• Stopping rules for selecting the optimal subset
• Subset selection of best simulated systems
• scientific article; zbMATH DE number 2158377 (Why is no real title available?)
• Tractable sampling strategies for ordinal optimization
• Convergence rate analysis for optimal computing budget allocation algorithms
• Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
• New additive OCBA procedures for robust ranking and selection
• Asymptotic approximation of the probability of correctly selecting the best systems
• Using ordinal optimization approach to improve efficiency of selection procedures

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