Ordinal Optimization and Quantification of Heuristic Designs

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, This work was supported by NSFC Grant (60574067, 60704008, 60721003 and 60736027), the NCET (No. NCET-04-0094) program of China, the 111 International Collaboration Project of China and the high-level graduate student scholarship 2007 of China Scholarship Council. Z. Shen (B) · Y.-C. Ho · Q.-C. Zhao Center for Intelligent and Networked Systems (CFINS), Department of Automation, TNLIST, Tsinghua University, Beijing 100084, People’s Republic of China e-mail: [email protected] Z. Shen Department of Manufacturing Engineering and Center for Information and Systems Engineering, Boston University, Brookline, MA 02446, USA Y.-C. Ho School of Engineering and Applied Sciences, Harvard University, Cambridge, USA Discrete Event Dyn Syst 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.