(复杂系统的性能评价与优化课件资料）Ordinal Optimization— Soft Optimization for Hard Problems.pptVIP

*/40 Selection rules - continued Optimal Computing Budget Allocation (OCBA): not to waste on bad designs. distinguish the truly best from the rest designs. Breadth vs. Depth: automatic balance between exploration and exploitation */40 Comparison Question: Which selection rule needs to select the smallest S s.t. Pr{|G?S|?k}?0.95? Theoretical study and abundant experiments We find easy ways to predict a good selection rule when the problem is given. Also some properties of good selection rules. Some quick and dirty rules: Horse Race is in general a good selection rule. */40 Constrained Ordinal