Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10328134 | Computational Statistics & Data Analysis | 2005 | 12 Pages |
Abstract
Considering the minimisation of an estimated second degree polynomial response surface model as a problem of stochastic programming, this article establishes the equivalent deterministic programs applying the so called E-model, V-model, P-model and minimax methods. Similarly, after observing that some of the solutions by the techniques of stochastic programming coincide with the solution of a multiobjective optimisation problem, this paper proposes two alternative methods for the solution of the stochastic optimisation of a second degree polynomial response surface model: (i) A lexicographic method, and (ii) A method based on distances. An example is solved by means of the described techniques.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
José A. DÃaz-GarcÃa, Rogelio Ramos-Quiroga, Enrique Cabrera-Vicencio,