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Personalized optimization and its implementation in computer experiments

文献类型：期刊论文

作者Xiong, Shifeng
刊名IISE TRANSACTIONS
出版日期2019-07-29
页码9
关键词Environmental variable expected improvement Kriging personalized decision robust optimization sequential design
ISSN号2472-5854
DOI10.1080/24725854.2019.1630866
英文摘要Optimization problems with both control variables and environmental variables often arise in quality engineering. This article introduces a personalized optimization strategy to handle such problems when the environmental variables can be observed or measured. Unlike traditional robust optimization, personalized optimization aims to find the values of control variables that yield the optimal value of the objective function for given values of environmental variables. Therefore, the solution from personalized optimization, which consists of optimal surfaces defined on the domain of environmental variables, is more reasonable and better than that from robust optimization. The implementation of personalized optimization for expensive black-box computer models is discussed. Based on statistical modeling of computer experiments, we provide two algorithms to sequentially design input values for approximating the optimal surfaces. Numerical examples including a real application show the effectiveness of our algorithms.
资助项目Chinese Ministry of Science and Technology[2016YFF0203801] ; National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033] ; Key Laboratory of Systems and Control, CAS
WOS研究方向Engineering ; Operations Research & Management Science
语种英语
WOS记录号WOS:000479388100001
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/35385]  
专题系统科学研究所
通讯作者Xiong, Shifeng
作者单位Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Xiong, Shifeng. Personalized optimization and its implementation in computer experiments[J]. IISE TRANSACTIONS,2019:9.
APA Xiong, Shifeng.(2019).Personalized optimization and its implementation in computer experiments.IISE TRANSACTIONS,9.
MLA Xiong, Shifeng."Personalized optimization and its implementation in computer experiments".IISE TRANSACTIONS (2019):9.

入库方式： OAI收割

来源：数学与系统科学研究院

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