Design and analysis of computational experiments

Overview

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Abstract

This chapter presents an overview of the design and analysis of computational experiments with optimization algorithms. It covers classic designs and their corresponding (meta)models; namely, Resolution-III designs including fractional factorial two-level designs for first-order polynomial models, Resolution-IV and Resolution-V designs for two-factor interactions, and designs including central composite designs for second-degree polynomials. It also reviews factor screening in experiments with very many factors, focusing on the sequential bifurcation method. Furthermore, it reviews Kriging models and their designs. Finally, it discusses experiments aimed at the optimization of the parameters of a given optimization algorithm, allowing multiple random experimental outputs. This optimization may use either generalized response surface methodology or Kriging combined with mathematical programming; the discussion also covers Taguchian robust optimization.
Original languageEnglish
Title of host publicationEmpirical Methods for the Analysis of Optimization Algorithms
EditorsT. Bartz-Beielstein, M. Chiarandini, L. Paquete, M. Preuss
Place of PublicationHeidelberg
PublisherSpringer Verlag
Pages51-72
ISBN (Print)9783642025372
Publication statusPublished - 2010

Fingerprint

Computational Experiments
Kriging
Optimization Algorithm
Cover
Bifurcation Method
Fractional Factorial Design
Response Surface Methodology
Sequential Methods
Polynomial Model
Robust Optimization
Optimization
Metamodel
Design
Mathematical Programming
Experiment
Screening
Composite
First-order
Polynomial
Output

Cite this

Kleijnen, J. P. C. (2010). Design and analysis of computational experiments: Overview. In T. Bartz-Beielstein, M. Chiarandini, L. Paquete, & M. Preuss (Eds.), Empirical Methods for the Analysis of Optimization Algorithms (pp. 51-72). Heidelberg: Springer Verlag.
Kleijnen, Jack P.C. / Design and analysis of computational experiments : Overview. Empirical Methods for the Analysis of Optimization Algorithms. editor / T. Bartz-Beielstein ; M. Chiarandini ; L. Paquete ; M. Preuss. Heidelberg : Springer Verlag, 2010. pp. 51-72
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Kleijnen, JPC 2010, Design and analysis of computational experiments: Overview. in T Bartz-Beielstein, M Chiarandini, L Paquete & M Preuss (eds), Empirical Methods for the Analysis of Optimization Algorithms. Springer Verlag, Heidelberg, pp. 51-72.

Design and analysis of computational experiments : Overview. / Kleijnen, Jack P.C.

Empirical Methods for the Analysis of Optimization Algorithms. ed. / T. Bartz-Beielstein; M. Chiarandini; L. Paquete; M. Preuss. Heidelberg : Springer Verlag, 2010. p. 51-72.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

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Kleijnen JPC. Design and analysis of computational experiments: Overview. In Bartz-Beielstein T, Chiarandini M, Paquete L, Preuss M, editors, Empirical Methods for the Analysis of Optimization Algorithms. Heidelberg: Springer Verlag. 2010. p. 51-72