Quantifying Heuristics in the Ordinal Optimization Framework
Shen, Zhen1,2; Zhao, Qian-Chuan2; Jia, Qing-Shan2
Source PublicationDISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS
2010-12-01
Volume20Issue:4Pages:441-471
SubtypeArticle
AbstractFinding the optimal design for a discrete event dynamic system (DEDS) is in general difficult due to the large search space and the simulation-based performance evaluation. Various heuristics have been developed to find good designs. An important question is how to quantify the goodness of the heuristic designs. Inspired by the Ordinal Optimization, which has become an important tool for optimizing DEDS, we provide a method which can quantify the goodness of the design. By comparing with a set of designs that are uniformly sampled, we measure the ordinal performances of heuristic designs, i.e., we quantify the ranks of all (or some of) the heuristic designs among all the designs in the entire search space. The mathematical tool we use is the Hypothesis Testing, and the probability of making Type II error in the quantification is controlled to be under a very low level. The method can be used both when the performances of the designs can be accurately evaluated and when such performances are estimated by a crude but computationally easy model. The method can quantify both heuristics that output a single design and that output a set of designs. The method is demonstrated through numerical examples.
KeywordDiscrete Event Dynamic Systems Ordinal Optimization Heuristic Hypothesis Testing
WOS HeadingsScience & Technology ; Technology ; Physical Sciences
WOS KeywordALLOCATION ; ALGORITHMS ; SIMULATION
Indexed BySCI
Language英语
WOS Research AreaAutomation & Control Systems ; Operations Research & Management Science ; Mathematics
WOS SubjectAutomation & Control Systems ; Operations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000281844800002
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/3579
Collection复杂系统管理与控制国家重点实验室_先进控制与自动化
Affiliation1.Chinese Acad Sci, Inst Automat, Beijing 100190, Peoples R China
2.Tsinghua Univ, Dept Automat, TNLIST, Ctr Intelligent & Networked Syst CFINS, Beijing 100084, Peoples R China
First Author AffilicationInstitute of Automation, Chinese Academy of Sciences
Recommended Citation
GB/T 7714
Shen, Zhen,Zhao, Qian-Chuan,Jia, Qing-Shan. Quantifying Heuristics in the Ordinal Optimization Framework[J]. DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS,2010,20(4):441-471.
APA Shen, Zhen,Zhao, Qian-Chuan,&Jia, Qing-Shan.(2010).Quantifying Heuristics in the Ordinal Optimization Framework.DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS,20(4),441-471.
MLA Shen, Zhen,et al."Quantifying Heuristics in the Ordinal Optimization Framework".DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS 20.4(2010):441-471.
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