• Best for Sure vs. Good enough with High
Probability
• QUANTIFY this tradeoff
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Major OO Result I
• Order converges exponentially fast (Dai and
• High cost and profit potential
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Pralue” - The two box
metaphor
• Asking only for the “good enough” =>
Satisfying possibilities increases combinatorially
Good Enough Threshold
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A Live Demonstration
• 200 choices numbered from 1, . . . , 200 • Very large measurement noise U[0,100] or
U[0, 10000] added
systems (power grid, Internet, manufacturing & supply chain,et al) can only be modeled by simulation.
• Accuracy of performance estimate ~ square
root of computing budget allocated, e.g., To increase accuracy ten fold requires 100 fold increase of computation => infeasible to simulate.
• Select top-12 (top 6%) using noisy
measurements
• Check alignment between S and G, the true
top-12.
• Open OO demo.xls and play!
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Illustration of OO demo.xls. Go to EXCEL to open and play
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A Typical Real World Problem (contd.)
• Many decisions over time
• How much to disassemble • Out-source vs. Internal work • Parts inventory level • Repair vs. Replace • Preventive maintenance
• SOLUTION: OO renders the above difficult
problem feasible.
• OO is very general and can be applied
anywhere.
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Rationale & Need for OO
• Most modern human-made complex
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What Is OO?
• PROBLEM: Performance evaluation and
optimization of complex systems via simulation is extremely time consuming and often impossible.
Lee, Li et al.
• Selection Rules – Zhao, Jia, Ho. • Optimal Allocation of Computing Budget – Chen, Lee et al • Constraint satisfaction – Song et al • Complete reference and applications list at end.
(复杂系统的性能评价与优化课件资料）OverviewOfOrdinalOptimization
Acknowledgments
• Work of many people over a period of 13 years. • Supported by ONR, AFOSR, ARO, NSF, & EPRI. • First paper – 1992 (Ho, Screenivas, Vakili) • Convergence –Dai, Xie, Ho & Lau. • Multi-criteria and Constraints – Ho, Guan, Song, Zhao, Jia,
DESIGN
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A Typical Real World Problem
• Jet engine maintenance and re-
manufacturing problem
• Hundreds of units, thousands of parts • Stochastic arrival and repair time • Disassembly and assembly constraints • Out-source possibility • Inventory of supplies
Xie)
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Major OO Result II
• Satisfactory results increases
combinatorially with the size of Good Enough threshold (Ho Lau and Lee 1999)