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2015
DOI: 10.1080/0740817x.2015.1067737
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Robust dual-response optimization

Abstract: 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, clas… Show more

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Cited by 29 publications
(13 citation statements)
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“…This is reasonable, as the economic data are all influenced from the same market developments [63]. Then, the uncertainty set can be assumed as ellipsoidal (for other Φ-divergence uncertainty sets see [62,64]). The constraint can be written as:…”
Section: Expected Return Uncertaintymentioning
confidence: 99%
“…This is reasonable, as the economic data are all influenced from the same market developments [63]. Then, the uncertainty set can be assumed as ellipsoidal (for other Φ-divergence uncertainty sets see [62,64]). The constraint can be written as:…”
Section: Expected Return Uncertaintymentioning
confidence: 99%
“…Notably, there are different optimization approaches available on dual response methodology where some of them are referenced in (Ardakani & Noorossana, 2008;Beyer & Sendhoff, 2007;Nha et al, 2013;Yanikoglu et al, 2016), so here just for instance some common methods of them are mentioned in Table 3.…”
Section: Dual Response Surface Methodsmentioning
confidence: 99%
“…As a consequence, it searches for an optimal set of input variables to optimize the response by using a set of designed experiments. In the past few years, several robust DRSO techniques have been developed [12,13]. Yanikoglu et al (2016) introduced Taguchi's Robust Parameter Design approach into DRSO to develop a method that uses only experimental data, and it can yield a solution that is robust against ambiguity in the probability of inputs [12].…”
Section: Introductionmentioning
confidence: 99%