Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/63159
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dc.titleIntegration of indifference-zone with multi-objective computing budget allocation
dc.contributor.authorTeng, S.
dc.contributor.authorLee, L.H.
dc.contributor.authorChew, E.P.
dc.date.accessioned2014-06-17T07:00:53Z
dc.date.available2014-06-17T07:00:53Z
dc.date.issued2010-06-01
dc.identifier.citationTeng, S., Lee, L.H., Chew, E.P. (2010-06-01). Integration of indifference-zone with multi-objective computing budget allocation. European Journal of Operational Research 203 (2) : 419-429. ScholarBank@NUS Repository.
dc.identifier.issn03772217
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/63159
dc.description.abstractIn this paper, we consider how to address the issues of having designs with close performance in the multi-objective ranking and selection (MORS) problem. To resolve this issue we propose integrating the indifference-zone (IZ) concept into the multi-objective computing budget allocation (MOCBA) framework. In particular, when IZ is introduced into the MOCBA framework, we address how to determine the probability of non-dominance, how to define the Pareto set, and how to derive allocation rules for the simulation replications. Empirical results show that the MOCBA framework with IZ can significantly save simulation budget when designs to be compared have close performance. © 2009 Elsevier B.V. All rights reserved.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.ejor.2009.08.008
dc.sourceScopus
dc.subjectComputing budget allocation
dc.subjectIndifference-zone
dc.subjectLagrange relaxation
dc.subjectMulti-objective
dc.typeArticle
dc.contributor.departmentINDUSTRIAL & SYSTEMS ENGINEERING
dc.description.sourcetitleEuropean Journal of Operational Research
dc.description.volume203
dc.description.issue2
dc.description.page419-429
dc.description.codenEJORD
dc.identifier.isiut000272588200015
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