Demonstration of probabilistic ordinal optimization concepts for continuous-variable optimization under uncertainty

DOI10.1007/S11081-006-9978-3zbMath1138.90438OpenAlexW2078043528MaRDI QIDQ862513

Doug V. Ayon, Chun-Hung Chen, Vicente J. Romero

Publication date: 24 January 2007

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-006-9978-3

zbMATH Keywords

optimization under uncertaintyprobabilistic ordinal optimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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• Lipschitzian optimization without the Lipschitz constant
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• An explanation of ordinal optimization: Soft computing for hard problems
• Asynchronous Parallel Pattern Search for Nonlinear Optimization
• On the Convergence of Pattern Search Algorithms
• An Accurate Probability-of-Failure Calculation Method
• Introduction to Stochastic Search and Optimization

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