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Optimization of Stochastic Response Surfaces Subject to Constraints with Linear Programming.

机译：线性规划约束条件下随机响应面的优化。

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This research investigated an alternative to the traditional approaches of optimizing a stochastic response surface subject to constraints. This research investigated the bias in the expected value of the solution, possible alternative decision variable settings, and a method to improve the solution. A three step process is presented to evaluate stochastic response surfaces subject to constraints. Step 1 is to use a traditional approach to estimate the response surface and a covariance matrix through regression. Step 2 samples the objective function of the linear program (i.e., response surface) and identifies the extreme points visited. Step 3 presents a method to estimate the optimal extreme point and present that information to a decision maker.

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作者
Harvey, R. G.;
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年度 1992
页码 1-119
总页数 119
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Covariance; Estimates; Matrices(Mathematics); Response; Solutions(General); Surfaces; Stochastic processes; Linear programming; Optimization; Theses; Computer program; Monte Carlo method; Experimental design; Regression analysis;

机译：协方差;估计;矩阵（数学）;响应;解（一般）;曲面;随机过程;线性规划;优化;论文;计算机程序;蒙特卡罗方法;实验设计;回归分析;

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Optimization of Stochastic Response Surfaces Subject to Constraints with Linear Programming.

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