Preface | p. xiii |
Acknowledgements | p. xv |
Introduction | p. 1 |
Ordinal Optimization Fundamentals | p. 7 |
Two basic ideas of Ordinal Optimization (OO) | p. 7 |
Definitions, terminologies, and concepts for OO | p. 9 |
A simple demonstration of OO | p. 13 |
The exponential convergence of order and goal softening | p. 15 |
Large deviation theory | p. 16 |
Exponential convergence w.r.t. order | p. 21 |
Proof of goal softening | p. 26 |
Blind pick | p. 26 |
Horse race | p. 28 |
Universal alignment probabilities | p. 37 |
Blind pick selection rule | p. 38 |
Horse race selection rule | p. 39 |
Deterministic complex optimization problem and Kolmogorov equivalence | p. 48 |
Example applications | p. 51 |
Stochastic simulation models | p. 51 |
Deterministic complex models | p. 53 |
Preview of remaining chapters | p. 54 |
Comparison of Selection Rules | p. 57 |
Classification of selection rules | p. 60 |
Quantify the efficiency of selection rules | p. 69 |
Parameter settings in experiments for regression functions | p. 73 |
Comparison of selection rules | p. 77 |
Examples of search reduction | p. 80 |
Example: Picking with an approximate model | p. 80 |
Example: A buffer resource allocation problem | p. 84 |
Some properties of good selection rules | p. 88 |
Conclusion | p. 90 |
Vector Ordinal Optimization | p. 93 |
Definitions, terminologies, and concepts for VOO | p. 94 |
Universal alignment probability | p. 99 |
Exponential convergence w.r.t. order | p. 104 |
Examples of search reduction | p. 106 |
Example: When the observation noise contains normal distribution | p. 106 |
Example: The buffer allocation problem | p. 108 |
Constrained Ordinal Optimization | p. 113 |
Determination of selected set in COO | p. 115 |
Blind pick with an imperfect feasibility model | p. 115 |
Impact of the quality of the feasibility model on BPFM | p. 119 |
Example: Optimization with an imperfect feasibility model | p. 122 |
Conclusion | p. 124 |
Memory Limited Strategy Optimization | p. 125 |
Motivation (the need to find good enough and simple strategies) | p. 126 |
Good enough simple strategy search based on OO | p. 128 |
Building crude model | p. 128 |
Random sampling in the design space of simple strategies | p. 133 |
Conclusion | p. 135 |
Additional Extensions of the OO Methodology | p. 137 |
Extremely large design space | p. 138 |
Parallel implementation of OO | p. 143 |
The concept of the standard clock | p. 144 |
Extension to non-Markov cases using second order approximations | p. 147 |
Second order approximation | p. 148 |
Numerical testing | p. 152 |
Effect of correlated observation noises | p. 154 |
Optimal Computing Budget Allocation and Nested Partition | p. 159 |
OCBA | p. 160 |
NP | p. 164 |
Performance order vs. performance value | p. 168 |
Combination with other optimization algorithms | p. 175 |
Using other algorithms as selection rules in OO | p. 177 |
GA+OO | p. 177 |
SA+OO | p. 183 |
Simulation-based parameter optimization for algorithms | p. 186 |
Conclusion | p. 188 |
Real World Application Examples | p. 189 |
Scheduling problem for apparel manufacturing | p. 190 |
Motivation | p. 191 |
Problem formulation | p. 192 |
Demand models | p. 193 |
Production facilities | p. 195 |
Inventory dynamic | p. 196 |
Summary | p. 197 |
Application of ordinal optimization | p. 198 |
Random sampling of designs | p. 199 |
Crude model | p. 200 |
Experimental results | p. 202 |
Experiment 1: 100 SKUs | p. 202 |
Experiment 2: 100 SKUs with consideration on satisfaction rate | p. 204 |
Conclusion | p. 206 |
The turbine blade manufacturing process optimization problem | p. 207 |
Problem formulation | p. 208 |
Application of OO | p. 213 |
Conclusion | p. 219 |
Performance optimization for a remanufacturing system | p. 220 |
Problem formulation of constrained optimization | p. 220 |
Application of COO | p. 224 |
Feasibility model for the constraint | p. 224 |
Crude model for the performance | p. 224 |
Numerical results | p. 225 |
Application of VOO | p. 227 |
Conclusion | p. 232 |
Witsenhausen problem | p. 232 |
Application of OO to find a good enough control law | p. 234 |
Crude model | p. 235 |
Selection of promising subsets | p. 237 |
Application of OO for simple and good enough control laws | p. 245 |
Conclusion | p. 251 |
Fundamentals of Simulation and Performance Evaluation | p. 253 |
Introduction to simulation | p. 253 |
Random numbers and variables generation | p. 255 |
The linear congruential method | p. 255 |
The method of inverse transform | p. 257 |
The method of rejection | p. 258 |
Sampling, the central limit theorem, and confidence intervals | p. 260 |
Nonparametric analysis and order statistics | p. 262 |
Additional problems of simulating DEDS | p. 262 |
The alias method of choosing event types | p. 264 |
Introduction to Stochastic Processes and Generalized Semi-Markov Processes as Models for Discrete Event Dynamic Systems and Simulations | p. 267 |
Elements of stochastic sequences and processes | p. 267 |
Modeling of discrete event simulation using stochastic sequences | p. 271 |
Universal Alignment Tables for the Selection Rules in Chapter III | p. 279 |
Exercises | p. 291 |
True/False questions | p. 291 |
Multiple-choice questions | p. 293 |
General questions | p. 297 |
References | p. 305 |
Index | p. 315 |
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