IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v221y2012i1p241-247.html
   My bibliography  Save this article

A robust desirability function method for multi-response surface optimization considering model uncertainty

Author

Listed:
  • He, Zhen
  • Zhu, Peng-Fei
  • Park, Sung-Hyun

Abstract

A robust desirability function approach to simultaneously optimizing multiple responses is proposed. The approach considers the uncertainty associated with the fitted response surface model. The uniqueness of the proposed method is that it takes account of all values in the confidence interval rather than a single predicted value for each response and then defines the robustness measure for the traditional desirability function using the worst case strategy. A hybrid genetic algorithm is developed to find the robust optima. The presented method is compared with its conventional counterpart through an illustrated example from the literature.

Suggested Citation

  • He, Zhen & Zhu, Peng-Fei & Park, Sung-Hyun, 2012. "A robust desirability function method for multi-response surface optimization considering model uncertainty," European Journal of Operational Research, Elsevier, vol. 221(1), pages 241-247.
    • Handle: RePEc:eee:ejores:v:221:y:2012:i:1:p:241-247
    DOI: 10.1016/j.ejor.2012.03.009
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377221712002020
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ejor.2012.03.009?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Watson, G.A., 2007. "Robust counterparts of errors-in-variables problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1080-1089, October.
    2. Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
    3. Zhen He & Jing Wang & Jinho Oh & Sung H. Park, 2010. "Robust optimization for multiple responses using response surface methodology," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(2), pages 157-171, March.
    4. Kim, Kwang-Jae & Lin, Dennis K.J., 2006. "Optimization of multiple responses considering both location and dispersion effects," European Journal of Operational Research, Elsevier, vol. 169(1), pages 133-145, February.
    5. Gulpinar, Nalan & Rustem, Berc, 2007. "Robust optimal decisions with imprecise forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3595-3611, April.
    6. Jeong, In-Jun & Kim, Kwang-Jae, 2009. "An interactive desirability function method to multiresponse optimization," European Journal of Operational Research, Elsevier, vol. 195(2), pages 412-426, June.
    7. Jourdan, L. & Basseur, M. & Talbi, E.-G., 2009. "Hybridizing exact methods and metaheuristics: A taxonomy," European Journal of Operational Research, Elsevier, vol. 199(3), pages 620-629, December.
    8. Kazemzadeh, Reza B. & Bashiri, Mahdi & Atkinson, Anthony C. & Noorossana, Rassoul, 2008. "A general framework for multiresponse optimization problems based on goal programming," European Journal of Operational Research, Elsevier, vol. 189(2), pages 421-429, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ouyang, Linhan & Ma, Yizhong & Wang, Jianjun & Tu, Yiliu, 2017. "A new loss function for multi-response optimization with model parameter uncertainty and implementation errors," European Journal of Operational Research, Elsevier, vol. 258(2), pages 552-563.
    2. Majid Baghery & Samuel Yousefi & Mustafa Jahangoshai Rezaee, 2018. "Risk measurement and prioritization of auto parts manufacturing processes based on process failure analysis, interval data envelopment analysis and grey relational analysis," Journal of Intelligent Manufacturing, Springer, vol. 29(8), pages 1803-1825, December.
    3. Gomes, J.H.F. & Paiva, A.P. & Costa, S.C. & Balestrassi, P.P. & Paiva, E.J., 2013. "Weighted Multivariate Mean Square Error for processes optimization: A case study on flux-cored arc welding for stainless steel claddings," European Journal of Operational Research, Elsevier, vol. 226(3), pages 522-535.
    4. Shi, Liangxing & Lin, Dennis K.J. & Peterson, John J., 2016. "A confidence region for the ridge path in multiple response surface optimization," European Journal of Operational Research, Elsevier, vol. 252(3), pages 829-836.
    5. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2019. "Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR," Annals of Operations Research, Springer, vol. 281(1), pages 423-453, October.
    6. Wang, Jianjun & Ma, Yizhong & Ouyang, Linhan & Tu, Yiliu, 2016. "A new Bayesian approach to multi-response surface optimization integrating loss function with posterior probability," European Journal of Operational Research, Elsevier, vol. 249(1), pages 231-237.
    7. Carrillo-Galvez, Adrian & Flores-Bazán, Fabián & Parra, Enrique López, 2022. "Effect of models uncertainties on the emission constrained economic dispatch. A prediction interval-based approach," Applied Energy, Elsevier, vol. 317(C).
    8. Linhan Ouyang & Yizhong Ma & Jianxiong Chen & Zhigang Zeng & Yiliu Tu, 2016. "Robust optimisation of Nd: YLF laser beam micro-drilling process using Bayesian probabilistic approach," International Journal of Production Research, Taylor & Francis Journals, vol. 54(21), pages 6644-6659, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wang, Jianjun & Ma, Yizhong & Ouyang, Linhan & Tu, Yiliu, 2016. "A new Bayesian approach to multi-response surface optimization integrating loss function with posterior probability," European Journal of Operational Research, Elsevier, vol. 249(1), pages 231-237.
    2. Ouyang, Linhan & Ma, Yizhong & Wang, Jianjun & Tu, Yiliu, 2017. "A new loss function for multi-response optimization with model parameter uncertainty and implementation errors," European Journal of Operational Research, Elsevier, vol. 258(2), pages 552-563.
    3. Nitidetch Koohathongsumrit & Pongchanun Luangpaiboon, 2022. "An integrated FAHP–ZODP approach for strategic marketing information system project selection," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(6), pages 1792-1809, September.
    4. Liu, Guihong & Zhao, Zhihong & Xu, Haoran & Zhang, Jinping & Kong, Xiangjun & Yuan, Lijuan, 2022. "A robust assessment method of recoverable geothermal energy considering optimal development parameters," Renewable Energy, Elsevier, vol. 201(P1), pages 426-440.
    5. Hejazi, Taha-Hossein & Badri, Hossein & Yang, Kai, 2019. "A Reliability-based Approach for Performance Optimization of Service Industries: An Application to Healthcare Systems," European Journal of Operational Research, Elsevier, vol. 273(3), pages 1016-1025.
    6. Wang, Jiacheng & Tan, Xianfeng & Zhao, Zhihong & Chen, Jinfan & He, Jie & Shi, Qipeng, 2024. "Coupled thermo-hydro-mechanical modeling on geothermal doublet subject to seasonal exploitation and storage," Energy, Elsevier, vol. 293(C).
    7. Shi, Liangxing & Lin, Dennis K.J. & Peterson, John J., 2016. "A confidence region for the ridge path in multiple response surface optimization," European Journal of Operational Research, Elsevier, vol. 252(3), pages 829-836.
    8. Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Discussion Paper 2011-060, Tilburg University, Center for Economic Research.
    9. Verbiest, Floor & Cornelissens, Trijntje & Springael, Johan, 2019. "A matheuristic approach for the design of multiproduct batch plants with parallel production lines," European Journal of Operational Research, Elsevier, vol. 273(3), pages 933-947.
    10. Jones, Dylan & Jimenez, Mariano, 2013. "Incorporating additional meta-objectives into the extended lexicographic goal programming framework," European Journal of Operational Research, Elsevier, vol. 227(2), pages 343-349.
    11. Laura Calvet & Rocio de la Torre & Anita Goyal & Mage Marmol & Angel A. Juan, 2020. "Modern Optimization and Simulation Methods in Managerial and Business Economics: A Review," Administrative Sciences, MDPI, vol. 10(3), pages 1-23, July.
    12. Guido, Rosita & Groccia, Maria Carmela & Conforti, Domenico, 2018. "An efficient matheuristic for offline patient-to-bed assignment problems," European Journal of Operational Research, Elsevier, vol. 268(2), pages 486-503.
    13. Linhan Ouyang & Yizhong Ma & Jianxiong Chen & Zhigang Zeng & Yiliu Tu, 2016. "Robust optimisation of Nd: YLF laser beam micro-drilling process using Bayesian probabilistic approach," International Journal of Production Research, Taylor & Francis Journals, vol. 54(21), pages 6644-6659, November.
    14. Huang, Dashan & Zhu, Shushang & Fabozzi, Frank J. & Fukushima, Masao, 2010. "Portfolio selection under distributional uncertainty: A relative robust CVaR approach," European Journal of Operational Research, Elsevier, vol. 203(1), pages 185-194, May.
    15. Davoudkhani, M. & Mahé, F. & Dourmad, J.Y. & Gohin, A. & Darrigrand, E. & Garcia-Launay, F., 2020. "Economic optimization of feeding and shipping strategies in pig-fattening using an individual-based model," Agricultural Systems, Elsevier, vol. 184(C).
    16. Dimitris Bertsimas & Omid Nohadani & Kwong Meng Teo, 2010. "Robust Optimization for Unconstrained Simulation-Based Problems," Operations Research, INFORMS, vol. 58(1), pages 161-178, February.
    17. Md Ashikur Rahman & Rajalingam Sokkalingam & Mahmod Othman & Kallol Biswas & Lazim Abdullah & Evizal Abdul Kadir, 2021. "Nature-Inspired Metaheuristic Techniques for Combinatorial Optimization Problems: Overview and Recent Advances," Mathematics, MDPI, vol. 9(20), pages 1-32, October.
    18. Ho, Sin C. & Szeto, W.Y. & Kuo, Yong-Hong & Leung, Janny M.Y. & Petering, Matthew & Tou, Terence W.H., 2018. "A survey of dial-a-ride problems: Literature review and recent developments," Transportation Research Part B: Methodological, Elsevier, vol. 111(C), pages 395-421.
    19. Han Men & Robert M. Freund & Ngoc C. Nguyen & Joel Saa-Seoane & Jaime Peraire, 2014. "Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design," Operations Research, INFORMS, vol. 62(2), pages 418-434, April.
    20. R. L. J. Coetzer & R. F. Rossouw & D. K. J. Lin, 2008. "Dual response surface optimization with hard‐to‐control variables for sustainable gasifier performance," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(5), pages 567-587, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:221:y:2012:i:1:p:241-247. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.