Jack P.C. Kleijnen

Robust Dual Response Optimization

  • Dick den Hertog
  • Jack P.C. Kleijnen
  • Ihsan Yanıkoğlu
    • Categories Applications - OR and Management Sciences, Nonlinear Optimization, Robust Optimization

    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 … Read more

    Adjustable Robust Parameter Design with Unknown Distributions

  • Dick den Hertog
  • Jack P.C. Kleijnen
  • Ihsan Yanıkoğlu
    • Categories Robust Optimization

    This article presents a novel combination of robust optimization developed in mathematical programming, and robust parameter design developed in statistical quality control. Robust parameter design uses metamodels estimated from experiments with both controllable and environmental inputs (factors). These experiments may be performed with either real or simulated systems; we focus on simulation experiments. For the … Read more