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Discrete Event Dynamic Systems

, Volume 19, Issue 3, pp 317–345 | Cite as

Ordinal Optimization and Quantification of Heuristic Designs

  • Zhen Shen
  • Yu-Chi Ho
  • Qian-Chuan Zhao
Article

Abstract

This paper focuses on the performance evaluation of complex man-made systems, such as assembly lines, electric power grid, traffic systems, and various paper processing bureaucracies, etc. For such problems, applying the traditional optimization tool of mathematical programming and gradient descent procedures of continuous variables optimization are often inappropriate or infeasible, as the design variables are usually discrete and the accurate evaluation of the system performance via a simulation model can take too much calculation. General search type and heuristic methods are the only two methods to tackle the problems. However, the “goodness” of heuristic methods is generally difficult to quantify while search methods often involve extensive evaluation of systems at many design choices in a large search space using a simulation model resulting in an infeasible computation burden. The purpose of this paper is to address these difficulties simultaneously by extending the recently developed methodology of Ordinal Optimization (OO). Uniform samples are taken out from the whole search space and evaluated with a crude but computationally easy model when applying OO. And, we argue, after ordering via the crude performance estimates, that the lined-up uniform samples can be seen as an approximate ruler. By comparing the heuristic design with such a ruler, we can quantify the heuristic design, just as we measure the length of an object with a ruler. In a previous paper we showed how to quantify a heuristic design for a special case but we did not have the OO ruler idea at that time. In this paper we propose the OO ruler idea and extend the quantifying method to the general case and the multiple independent results case. Experimental results of applying the ruler are also given to illustrate the utility of this approach.

Keywords

Ordinal optimization Order statistics Discrete event dynamic systems Hypothesis testing 

Key notations

SYMBOL

MEANING

\(\mathit{\Theta}\)

The whole search space

θ

An element of the whole search space

θH

A heuristic design

J(·)

The true performance of a design

\(\hat{J}(\cdot)\)

Observed performance of a design

Ni(i = 1,2,...,u)

A segment (set) of uniform samples, also the length of the segment when there is no ambiguity

N[r](r = 1,2,...,u)

r-th order statistics of the segments, i.e., r-th smallest

β0

Bounding level for Type II error probability

n%, n0%

Denote the ordinal position of a design in \(\mathit{\Theta}\), n% and n 0% are within [0, 1]

N0

A number defined as N 0: = 113.9/n 0%, called “standard length” in this paper

Notes

Acknowledgements

The authors thank Prof. Christos G. Cassandras of Boston University for insightful comments on the research in this paper, and thank him for helpful discussions in applying the methods in this paper to quantify the heuristic design for the routing problem of the two queues in Section 4.

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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  1. 1.Center for Intelligent and Networked Systems (CFINS), Department of Automation, TNLISTTsinghua UniversityBeijingPeople’s Republic of China
  2. 2.Department of Manufacturing Engineering and Center for Information and Systems EngineeringBoston UniversityBrooklineUSA
  3. 3.School of Engineering and Applied SciencesHarvard UniversityCambridgeUSA

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