Accession Number:

ADA248108

Title:

Optimization of Stochastic Response Surfaces Subject to Constraints with Linear Programming

Descriptive Note:

Master's thesis

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH

Personal Author(s):

Report Date:

1992-03-01

Pagination or Media Count:

118.0

Abstract:

This research investigated an alternative to the traditional approaches of optimizing a stochastic response surface subject to constraints. This research investigated the bias in the expected value of the solution, possible alternative decision variable settings, and a method to improve the solution. A three step process is presented to evaluate stochastic response surfaces subject to constraints. Step 1 is to use a traditional approach to estimate the response surface and a covariance matrix through regression. Step 2 samples the objective function of the linear program i.e., response surface and identifies the extreme points visited. Step 3 presents a method to estimate the optimal extreme point and present that information to a decision maker.

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE