Ordinal optimization
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In mathematical optimization, ordinal optimization is the maximization of functions taking values in a partially ordered set ("poset").[1][2][3][4]
Problems of ordinal optimization arise in many disciplines. Ordinal optimization has applications in the theory of queuing networks. In particular, antimatroids and the "max-plus algebra" have found application in network analysis and queuing theory, particularly in queuing networks and discrete-event systems.[5][6][7] Computer scientists study selection algorithms, which are simpler than sorting algorithms.[8][9] Statistical decision theory studies "selection problems" that require the identification of a "best" subpopulation or of identifying a "near best" subpopulation.[10][11][12] Partially ordered vector spaces and vector lattices are important in optimization with multiple objectives.[13]
See also
- Level of measurement ("Ordinal data")
References
- ^ Dietrich & Hoffman 2003.
- ^ Topkis 1998.
- ^ Singer 1997.
- ^ Björner & Ziegler 1992.
- ^ Glasserman & Yao 1994.
- ^ Baccelli et al. 1992.
- ^ Heidergott, Oldser & van der Woude 2006.
- ^ Donald Knuth. The Art of Computer Programming, Volume 3: Sorting and Searching, Third Edition. Addison-Wesley, 1997. ISBN 0-201-89685-0. Section 5.3.3: Minimum-Comparison Selection, pp.207–219.
- ^ Thomas H. Cormen, Charles E. Leiserson, Ronald L. Rivest, and Clifford Stein. Introduction to Algorithms, Second Edition. MIT Press and McGraw-Hill, 2001. ISBN 0-262-03293-7. Chapter 9: Medians and Order Statistics, pp.183–196. Section 14.1: Dynamic order statistics, pp.302–308.
- ^ Gibbons, Jean Dickinson; Olkin, Ingram, and Sobel, Milton, Selecting and Ordering of Populations, Wiley, (1977). (Republished as a Classic in Applied Mathematics by SIAM.)
- ^ Gupta, Shanti S.; Panchapakesan, S. (1979). Multiple decision procedures: Theory and methodology of selecting and ranking populations. Wiley Series in Probability and Mathematical Statistics. New York: John Wiley & Sons. pp. xxv+573. ISBN 0-471-05177-2. MR 0555416. (Republished as a Classic in Applied Mathematics by SIAM.)
- ^ Santner, Thomas J., and Tamhane, A. C., Design of Experiments: Ranking and Selection, M. Dekker, (1984).
- ^ Zălinescu, C. (2002). Convex analysis in general vector spaces. River Edge, NJ: World Scientific Publishing Co., Inc. pp. xx+367. ISBN 981-238-067-1. MR 1921556.
Further reading
- ISBN 0-444-52086-4 Fujishige, Satoru Submodular functions and optimization. Second edition. Annals of Discrete Mathematics, 58. Elsevier B. V., Amsterdam, 2005. xiv+395 pp.
- ISBN 978-0-387-75449-9 Gondran, Michel; Minoux, Michel Graphs, dioids and semirings. New models and algorithms. Operations Research/Computer Science Interfaces Series, 41. Springer, New York, 2008. xx+383 pp.
- Dietrich, B. L.; Hoffman, A. J. On greedy algorithms, partially ordered sets, and submodular functions. IBM J. Res. Dev. 47 (2003), no. 1, 25–30.
- ISBN 0-89871-540-7 Murota, Kazuo Discrete convex analysis. SIAM Monographs on Discrete Mathematics and Applications. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2003. xxii+389 pp.
- ISBN 0-691-03244-0 Topkis, Donald M. Supermodularity and complementarity. Frontiers of Economic Research. Princeton University Press, Princeton, NJ, 1998. xii+272 pp.
- ISBN 0-471-16015-6 Singer, Ivan Abstract convex analysis. Canadian Mathematical Society Series of Monographs and Advanced Texts. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1997. xxii+491 pp.
- Björner, Anders; Ziegler, Günter M. Introduction to greedoids. Matroid applications, 284–357, Encyclopedia Math. Appl., 40, Cambridge Univ. Press, Cambridge, 1992,
- Zimmermann, U. Linear and combinatorial optimization in ordered algebraic structures. Ann. Discrete Math. 10 (1981), viii+380 pp.
- ISBN 3-540-09113-0 Cuninghame-Green, Raymond Minimax algebra. Lecture Notes in Economics and Mathematical Systems, 166. Springer-Verlag, Berlin-New York, 1979. xi+258 pp.
- Baccelli, François Louis; Cohen, Guy; Olsder, Geert Jan; Quadrat, Jean-Pierre (1992). Synchronization and linearity: An algebra for discrete event systems. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. Chichester: John Wiley & Sons, Ltd. pp. xx+489. ISBN 0-471-93609-X. MR 1204266.
- Glasserman, Paul; Yao, David D. (1994). Monotone structure in discrete-event systems. Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics. New York: John Wiley & Sons, Inc. pp. xiv+297. ISBN 0-471-58041-4. MR 1266839.
- Heidergott, Bernd; Oldser, Geert Jan; van der Woude, Jacob (2006). Max plus at work: Modeling and analysis of synchronized systems, a course on max-plus algebra and its applications. Princeton Series in Applied Mathematics. Princeton, NJ: Princeton University Press. pp. xii+213. ISBN 978-0-691-11763-8. MR 2188299.
- Ho, Y.C., Sreenivas, R., Vakili, P.,"Ordinal Optimization of Discrete Event Dynamic Systems", J. of DEDS 2(2), 61-88, (1992).
- Allen, Eric, and Marija D. Ilić. Price-Based Commitment Decisions in the Electricity Market. Advances in industrial control. London: Springer, 1999. ISBN 978-1-85233-069-9