Personalized optimization and its implementation in computer experiments

doi:10.1080/24725854.2019.1630866

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	Personalized optimization and its implementation in computer experiments
	Xiong, Shifeng
	2019-07-29
发表期刊	IISE TRANSACTIONS
ISSN	2472-5854
页码	9
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.
关键词	Environmental variable expected improvement Kriging personalized decision robust optimization sequential design
DOI	10.1080/24725854.2019.1630866
语种	英语
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
WOS类目	Engineering, Industrial ; Operations Research & Management Science
WOS记录号	WOS:000479388100001
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/35386
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.