Burla E. Ondes

Global Multi-Objective Simulation Optimization: Error Bounds and Convergence Rates

  • Burla E. Ondes
  • Susan R. Hunter
    • Categories Global Optimization, Multi-Criteria Optimization, Optimization of Simulated Systems Tags , , , ,

    Consider the context of solving a multi-objective simulation optimization problem with one or more continuous objective functions to global optimality on a compact feasible set. For a simple algorithm that consists of selecting a finite set of feasible points using a space-filling design, expending the same number of simulation replications at each point to estimate … Read more

    An Upper Bound on the Hausdorff Distance Between a Pareto Set and its Discretization in Bi-Objective Convex Quadratic Optimization

  • Burla E. Ondes
  • Susan R. Hunter
    • Categories Multi-Criteria Optimization, Optimization of Simulated Systems Tags , ,

    We provide upper bounds on the Hausdorff distances between the efficient set and its discretization in the decision space, and between the Pareto set (also called the Pareto front) and its discretization in the objective space, in the context of bi-objective convex quadratic optimization on a compact feasible set. Our results imply that if t … Read more