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Vector Ordinal Optimization

Author

Listed:
  • Q. C. Zhao

    (Tsinghua University,Harvard University)

  • Y. C. Ho

    (Harvard University, Tsinghua University)

  • Q. S. Jia

    (Tsinghua University)

Abstract

Ordinal optimization is a tool to reduce the computational burden in simulation-based optimization problems. So far, the major effort in this field focuses on single-objective optimization. In this paper, we extend this to multiobjective optimization and develop vector ordinal optimization, which is different from the one introduced in Ref. 1. Alignment probability and ordered performance curve (OPC) are redefined for multiobjective optimization. Our results lead to quantifiable subset selection sizes in the multiobjective case, which supplies guidance in solving practical problems, as demonstrated by the examples in this paper.

Suggested Citation

  • Q. C. Zhao & Y. C. Ho & Q. S. Jia, 2005. "Vector Ordinal Optimization," Journal of Optimization Theory and Applications, Springer, vol. 125(2), pages 259-274, May.
    • Handle: RePEc:spr:joptap:v:125:y:2005:i:2:d:10.1007_s10957-004-1837-9
    DOI: 10.1007/s10957-004-1837-9
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    References listed on IDEAS

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    1. Michael C. Fu, 2002. "Feature Article: Optimization for simulation: Theory vs. Practice," INFORMS Journal on Computing, INFORMS, vol. 14(3), pages 192-215, August.
    2. S.Y. Lin & Y.C. Ho, 2002. "Universal Alignment Probability Revisited," Journal of Optimization Theory and Applications, Springer, vol. 113(2), pages 399-407, May.
    3. T. W. Edward Lau & Y. C. Ho, 1997. "Universal Alignment Probabilities and Subset Selection for Ordinal Optimization," Journal of Optimization Theory and Applications, Springer, vol. 93(3), pages 455-489, June.
    Full references (including those not matched with items on IDEAS)

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