Vector Ordinal Optimization

Q. C. Zhao, Y. C. Ho and Q. S. Jia
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Q. C. Zhao: Tsinghua University,Harvard University
Y. C. Ho: Harvard University, Tsinghua University
Q. S. Jia: Tsinghua University

Journal of Optimization Theory and Applications, 2005, vol. 125, issue 2, No 1, 259-274

Abstract: 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.

Keywords: Multiobjective optimization; stochastic optimization; vector ordinal optimization (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10957-004-1837-9

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