Ordinal Optimization: Soft Optimization for Hard Problems (2007)

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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 stocha stic 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. Show more