A new Bayesian approach to multi-response surface optimization integrating loss function with posterior probability

A new Bayesian approach to multi-response surface optimization integrating loss function with posterior probability
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一种将损失函数与后验概率相结合的多响应表面优化的新贝叶斯方法

DOI:
10.1016/j.ejor.2015.08.033
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发表时间:
2016-02
影响因子:
6.4
通讯作者:
Yiliu Tu
Yiliu Tu
中科院分区:
管理学2区
文献类型:
--
作者:
Jianjun Wang;Yizhong Ma;Linhan Ouyang;Yiliu Tu

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质量设计中的多响应面优化问题涉及多个响应之间的相关性、多变量过程的鲁棒性度量、多目标之间的冲突、过程模型的预测性能以及优化结果的可靠性评估等问题。在本文中,提出了一种新的贝叶斯方法来解决上述多响应优化问题。所提出的方法不仅测量可接受的优化结果的可靠性,而且还包含预期损失(即,偏差和鲁棒性)纳入贝叶斯建模和优化的统一框架。通过一个例子说明了这种方法的优点。结果表明,当质量损失和优化结果的可靠性都是重要问题时,所提出的方法比现有的方法能给出更合理的解决方案。
Multi-response surface (MRS) optimization in quality design often involves some problems such as correlation among multiple responses, robustness measurement of multivariate process, confliction among multiple goals, prediction performance of the process model and the reliability assessment for optimization results. In this paper, a new Bayesian approach is proposed to address the aforementioned multi-response optimization problems. The proposed approach not only measures the reliability of an acceptable optimization result, but also incorporates expected loss (i.e., bias and robustness) into a uniform framework of Bayesian modeling and optimization. The advantages of this approach are illustrated by one example. The results show that the proposed approach can give more reasonable solutions than the existing approaches when both quality loss and the reliability of optimization results are important issues.
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