Explanation of goal softening in ordinal optimization

The authors explain the role of goal softening in the convergence of alignment probability employed in ordinal optimization. Using the order statistics formulation, they examine the exponential decrease of misalignment probability bounds when two or more designs are compared. Their conclusion states that, by relaxing the good enough subset and selected subset criteria, it is exponentially efficient in terms of matching good designs in a selected group.

[1]  G. Pflug Stochastic Approximation Methods for Constrained and Unconstrained Systems - Kushner, HJ.; Clark, D.S. , 1980 .

[2]  Thomas J. Santner,et al.  Design of Experiments: Ranking and Selection , 1984 .

[3]  I. Kanellakopoulos,et al.  Systematic Design of Adaptive Controllers for Feedback Linearizable Systems , 1991, 1991 American Control Conference.

[4]  Narayanaswamy Balakrishnan,et al.  Order statistics and inference , 1991 .

[5]  Yu-Chi Ho,et al.  Ordinal optimization of DEDS , 1992, Discret. Event Dyn. Syst..

[6]  Yu-Chi Ho,et al.  Massively parallel simulation of a class of discrete event systems , 1992, [Proceedings 1992] The Fourth Symposium on the Frontiers of Massively Parallel Computation.

[7]  Y. Ho Heuristics, rules of thumb, and the 80/20 proposition , 1994, IEEE Trans. Autom. Control..

[8]  C. Cassandras,et al.  A stochastic comparison algorithm for continuous optimization with estimation , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[9]  Yu-Chi Ho Overview of ordinal optimization , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[10]  Anthony Ephremides,et al.  Ordinal optimization by means of standard clock simulation and crude analytical models , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[11]  L. Dai Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems , 1995 .

[12]  Yu-Chi Ho,et al.  Ordinal optimization approach to rare event probability problems , 1995, Discret. Event Dyn. Syst..

[13]  I. Kanellakopoulos,et al.  Adaptive output-feedback nonlinear control with parameter convergence , 1995, Proceedings of 1995 American Control Conference - ACC'95.

[14]  Matthew L. Ginsberg,et al.  Do Computers Need Common Sense? , 1996, KR.

[15]  Chun-Hung Chen,et al.  Rates of Convergence of Ordinal Comparison for Dependent Discrete Event Dynamic Systems , 1997 .

[16]  T. W. E. Lau,et al.  Universal Alignment Probabilities and Subset Selection for Ordinal Optimization , 1997 .

[17]  Xiaolan Xie Dynamics and convergence rate of ordinal comparison of stochastic discrete-event systems , 1997, IEEE Trans. Autom. Control..

[18]  Yu-Chi Ho,et al.  Stochastic Comparison Algorithm for Discrete Optimization with Estimation , 1999, SIAM J. Optim..