Performance evaluation of increasingly complex human-made systems requires the use of simulation models. However, these systems are difficult to describe and capture by succint mathematical models. The purpose of this book is to address the difficulties of the optimization of complex systems via simulation models or other computation-intensive models involving possible stochastic effects and discrete choices. This book establishes distinct advantages of the "softer" ordinal approach for search-based type problems, analyzes its general properties, and shows the many orders of magnitude improvement in computational efficiency that is possible.
The purpose of this book is to address the difficulties of the optimization of complex systems via simulation models or other computation-intensive models involving possible stochastic effects and discrete choices. This is the first book to focus solely on ordinal optimization methodology and its applications. The book establishes distinct advantages of the "softer" ordinal approach for search-based type problems, analyzes its general properties, and shows the many orders of magnitude improvement in computational efficiency that is possible. The methodology of ordinal optimization has been under continuous development since 1992, resulting in a complete methodology and many success stories roughly paralleling those of cardinal optimization.
Yu-Chi Ho
Alignment Kolmogorov equivalence Performance Simulation complex simulation models exponential convergence optimization ordinal optimization search based methods universal alignment
From the reviews:"This book addresses the difficulties of optimization of complex systems via simulation models or computation-intensive models involving possible stochastic effects and discrete choice. The tools described here can be used separately or in addition to other methodological tools of optimization. … The book is recommended for good engineers and designers dealing with complex problems of optimization." (Constantin Varsan, Zentralblatt MATH, Vol. 1123 (1), 2008)“This unique book arose out of the pioneering efforts of Yu-Chi Ho and his colleagues … and his students to address complex problems that arise routinely in engineering design and that, because of their complexity, cannot be solved using standard optimization tools. … This book provides a refreshingly original approach to complex design problems … . It will greatly interest practitioners and researchers concerned with optimization for hard problems.” (D. Q. Mayne, Journal of Optimization Theory and Applications, Vol. 145, April, 2010)
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