II. SIMPLE EXPLANATIONS OF KEY IDEAS IN ORDINAL OPTIMIZATION



II.1. THE WHAT AND WHY OF ORDINAL OPTIMIZATION IN LESS THAN 200 WORDS

BY Y.C. HO
  1. The rise of human-made problems (manufacturing, communication, C3I, etc.) where traditional real-variable based analysis are less applicable, and the new developments in hardware (parallel computing and cheap memory) and software (OOP and component-ware) dictate new paradigm for design and performance optimization.

  2. While Simulation is the only general performance tool of choice, it is not satisfactory for many of these problems. The main reason is the time consuming runs, especially when parametric search for good designs are involved with a combinatorially large search space. There are fundamental limitations to improve the simulation speed due to fact that confidence interval of performance estimate decreases at best at the rate of 1/n1/2 where n denotes the length of simulation.

  3. OO is an attempt to circumvent these difficulties at least for the initial stages of optimization search. It rests on two ideas: (i) Order is much easier to determine than value --- It is easier to determine if A > B than to determine A - B = ? (ii) Softening the goal makes hard problem easier --- Instead of asking the best for sure let us settle for the good enough with high probability. Often times several orders of magnitude speed up can be achieved in simulation experiemnts when we adopt these two viewpoints.


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