Solving Large|Scale Fixed|Budget Ranking and Selection Problems

Solving Large-Scale Fixed-Budget Ranking and Selection Problems

We argue that to measure the performance of a fixed-budget R&S procedure in solving large-scale problems, it is important to quantify the ...

Solving Large-Scale Fixed-Budget Ranking and Selection Problems

We argue that to measure the performance of a fixed-budget R&S procedure in solving large-scale problems, it is important to quantify the minimal growth rate of ...

Solving Large-Scale Fixed-Budget Ranking and Selection Problems

This solution depends on the true means and variances of. Hong, Jiang, and Zhong: Solving Large-Scale Fixed-Budget R&S Problems. INFORMS Journal on Computing, ...

1 Introduction - arXiv

(2022) Hong LJ, Jiang G, Zhong Y (2022) Solving large-scale fixed-budget ranking and selection problems. INFORMS Journal on Computing URL https://api ...

Ranking and Selection | L. Jeff Hong's Research Group

Solving large-scale fixed-budget ranking and selection problems · Ranking and selection with covariates for personalized decision making · Review on ranking and ...

Some Fixed-Sample Ranking and Selection Problems - Project Euclid

In these problems the interest is often centered on the populations having large (small) values of the ranking parameter. ... We solve the problem in broad ...

Ranking and Selection | L. Jeff Hong's Research Group

Recently, my group's research interest in R&S focuses on developing R&S algorithms that are capable of solving large-scale R&S problems. We look ...

Review on ranking and selection: A new perspective

In Section 5, we present the procedures designed for solving large-scale. R&S problems. In Section 6, we introduce several emerging R&S problems, followed by ...

Review on ranking and selection: A new perspective

... solving large-scale R&S problems. To reduce the comparisons, the good ... Problem 2: Are there rate-optimal fixed-budget large-scale R&S procedures?

Predicting the Simulation Budget in Ranking and Selection ...

stochastic simulation, providing a probability guarantee on the quality of the solution. In order to solve large-scale R&S problems, especially in parallel ...

Review of Large-Scale Simulation Optimization - arXiv

Solving large-scale fixed-budget ranking and selection problems. INFORMS Journal on Computing, 34(6):2930–2949. Hong, L. J. and Liu, G ...

Stochastic optimization using grey wolf ... - ScienceDirect.com

The contribution of this research is threefold. Firstly, motivated by using GWO in solving stochastic optimization problems, a new computing budget allocation ...

Ranking and Selection under Input Uncertainty: A Budget Allocation ...

A new formulation is proposed to allow the flexibility of additional input data. To solve the problem, we develop a two-stage algorithm based on a nested ...

Information Theory for Ranking and Selection

that when the budget becomes large, the policy finds the true optimal solution in ... scale ranking-and-selection problems in parallel computing environments.

Balancing Optimal Large Deviations in Ranking and Selection

ABSTRACT. The ranking and selection problem deals with the optimal allocation of a simulation budget to efficiently identify the best among a finite set of ...

[PDF] Review on ranking and selection: A new perspective

Topics · Fixed-budget Procedures · Ranking-and-selection · R&S Procedures · R&S Problems · Probability Of Good Selection · KN Procedure · Optimal Computing Budget ...

Solving General Ranking and Selection Problems with Risk-aversion

Ranking and selection (R&S) efficiently allocates a simulation budget using ordinal optimization to correctly select alternatives of interest. .

Reference alternatives based knockout-tournament procedure for ...

... solve large-scale ranking and selection (R&S) problems. The procedure adopts a selection structure which is commonly used in many sports ...

Review of Large-Scale Simulation Optimization - Semantic Scholar

... problems encompass both large-scale ranking-and-selection problems ... Solving Large-Scale Fixed-Budget Ranking and Selection Problems · L ...

1 Stochastically Constrained Ranking and Selection via SCORE

This procedure results in a simple sequential algorithm that mimics the optimal budget allocation scheme while reliably solving “large” problems with known or ...