Soft Optimization for Hard Problems
Buch, Englisch, 317 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 670 g
ISBN: 978-0-387-37232-7
Verlag: Springer US
Performance evaluation of increasingly complex human-made systems requires the use of simulation models. However, these systems are difficult to describe and capture by succinct mathematical models. Accepting the need for search-based methods as a complement to established analytical techniques, quickly narrowing the search for optimum performance (ordinal optimization) is more important than accurately estimating the values of system performance during the process of optimization (cardinal optimization).
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 stochastic effects and discrete choices. This book will establish distinct advantages of the "softer" ordinal approach for search-based type problems, analyze its general properties, and show the many orders of magnitude improvement in computational efficiency that is possible.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
- Mathematik | Informatik EDV | Informatik Informatik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Mathematische Analysis Variationsrechnung
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Grafikprogrammierung
- Mathematik | Informatik Mathematik Operations Research Spieltheorie
Weitere Infos & Material
Ordinal Optimization Fundamentals.- Comparison of Selection Rules.- Vector Ordinal Optimization.- Constrained Ordinal Optimization.- Memory Limited Strategy Optimization.- Additional Extensions of the OO Methodology.- Real World Application Examples.