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

Content Provider	Springer Nature Link
Author	Romero, Vicente J. Ayon, Doug V. Chen, Chun Hung
Copyright Year	2006
Abstract	A very general and robust approach to solving optimization problems involving probabilistic uncertainty is through the use of Probabilistic Ordinal Optimization. At each step in the optimization problem, improvement is based only on a relative ranking of the probabilistic merits of local design alternatives, rather than on precise quantification of the alternatives. Thus, we simply ask the question: “Is that alternative better or worse than this one?” to some level of statistical confidence we require, not: “HOW MUCH better or worse is that alternative to this one?”. In this paper we illustrate an elementary application of probabilistic ordinal concepts in a 2-D optimization problem. Two uncertain variables contribute to uncertainty in the response function. We use a simple Coordinate Pattern Search non-gradient-based optimizer to step toward the statistical optimum in the design space. We also discuss more sophisticated implementations, and some of the advantages and disadvantages versus other approaches to optimization under uncertainty.
Starting Page	343
Ending Page	365
Page Count	23
File Format	PDF
ISSN	13894420
Journal	Optimization and Engineering
Volume Number	7
Issue Number	3
e-ISSN	15732924
Language	English
Publisher	Kluwer Academic Publishers
Publisher Date	2006-01-01
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Optimization under uncertainty Probabilistic ordinal optimization Agriculture Systems Theory, Control Optimization Engineering Environmental Management Operations Research/Decision Theory
Content Type	Text
Resource Type	Article
Subject	Software Civil and Structural Engineering Control and Optimization Mechanical Engineering Aerospace Engineering Electrical and Electronic Engineering

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Aerospace applications of optimization under uncertainty

Editorial: Special issue on optimization under uncertainty

OSPF routing with optimal oblivious performance ratio under polyhedral demand uncertainty

Wireless multicasting under probabilistic node failures: a heuristic approach

Variable-fidelity optimization: Efficiency and robustness

Decoupled approach to multidisciplinary design optimization under uncertainty

A response-modeling approach to global optimization and OUU

On the influence of robustness measures on shape optimization with stochastic uncertainties

Hydro energy management optimization in a deregulated electricity market

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

Similar Documents

Aerospace applications of optimization under uncertainty

Editorial: Special issue on optimization under uncertainty

OSPF routing with optimal oblivious performance ratio under polyhedral demand uncertainty

Wireless multicasting under probabilistic node failures: a heuristic approach

Variable-fidelity optimization: Efficiency and robustness

Decoupled approach to multidisciplinary design optimization under uncertainty

A response-modeling approach to global optimization and OUU

On the influence of robustness measures on shape optimization with stochastic uncertainties

Hydro energy management optimization in a deregulated electricity market

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