Robust dual response optimization

Name: Robust dual response optimization
Author: Yanıkoğlu, İhsan, Hertog, D. den, Kleijnen, J. P. C.

İsim	Robust dual response optimization
Yazar	Yanıkoğlu, İhsan, Hertog, D. den, Kleijnen, J. P. C.
Basım Tarihi:	2016
Basım Yeri	- Taylor & Francis
Konu	Robust optimization, Dual response optimization, Simulation optimization, Phi-divergence
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	1545-8830
Kayıt Numarası	92e069c0-1f67-44fb-ac60-1b320d21bbe2
Lokasyon	Industrial Engineering
Tarih	2016
Örnek Metin	This article presents a robust optimization reformulation of the dual response problem developed in response surface methodology. The dual response approach fits separate models for the mean and the variance, and analyzes these two models in a mathematical optimization setting. We use metamodels estimated from experiments with both controllable and environmental inputs. These experiments may be performed with either real or simulated systems; we focus on simulation experiments. For the environmental inputs, classic approaches assume known means, variances or covariances, and sometimes even a known distribution. We, however, develop a method that uses only experimental data, so it does not need a known probability distribution. Moreover, our approach yields a solution that is robust against the ambiguity in the probability distribution. We also propose an adjustable robust optimization method that enables adjusting the values of the controllable factors after observing the values of the environmental factors. We illustrate our novel methods through several numerical examples, which demonstrate their effectiveness.
DOI	10.1080/0740817X.2015.1067737
Cilt	48

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Robust dual response optimization

Yazar Yanıkoğlu, İhsan, Hertog, D. den, Kleijnen, J. P. C.

Basım Tarihi 2016

Basım Yeri - Taylor & Francis

Konu Robust optimization, Dual response optimization, Simulation optimization, Phi-divergence

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 1545-8830

Kayıt Numarası 92e069c0-1f67-44fb-ac60-1b320d21bbe2

Lokasyon Industrial Engineering

Tarih 2016

Örnek Metin This article presents a robust optimization reformulation of the dual response problem developed in response surface methodology. The dual response approach fits separate models for the mean and the variance, and analyzes these two models in a mathematical optimization setting. We use metamodels estimated from experiments with both controllable and environmental inputs. These experiments may be performed with either real or simulated systems; we focus on simulation experiments. For the environmental inputs, classic approaches assume known means, variances or covariances, and sometimes even a known distribution. We, however, develop a method that uses only experimental data, so it does not need a known probability distribution. Moreover, our approach yields a solution that is robust against the ambiguity in the probability distribution. We also propose an adjustable robust optimization method that enables adjusting the values of the controllable factors after observing the values of the environmental factors. We illustrate our novel methods through several numerical examples, which demonstrate their effectiveness.

DOI 10.1080/0740817X.2015.1067737

Cilt 48