Development of an experiment-based robust design paradigm for multiple quality characteristics using physical programming

The well-known quality improvement methodology, robust design, is a powerful and cost-effective technique for building quality into the design of products and processes. Although several approaches to robust design have been proposed in the literature, little attention has been given to the development of a flexible robust design model. Specifically, flexibility is needed in order to consider multiple quality characteristics simultaneously, just as customers do when judging products, and to capture design preferences with a reasonable degree of accuracy. Physical programming, a relatively new optimization technique, is an effective tool that can be used to transform design preferences into specific weighted objectives. In this paper, we extend the basic concept of physical programming to robust design by establishing the links of experimental design and response surface methodology to address designers’ preferences in a multiresponse robust design paradigm. A numerical example is used to show the proposed procedure and the results obtained are validated through a sensitivity study

Rule of Thumb and Dynamic Programming

This paper studies the relationships between learning about rules of thumb (represented by classifier systems) and dynamic programming. Building on a result about Markovian stochastic approximation algorithms, we characterize all decision functions that can be asymptotically obtained through classifier system learning, provided the asymptotic ordering of the classifiers is strict. We demonstrate in a robust example that the learnable decision function is in general not unique, not characterized by a strict ordering of the classifiers, and may not coincide with the decision function delivered by the solution to the dynamic programming problem even if that function is attainable. As an illustration we consider the puzzle of excess sensitivity of consumption to transitory income: classifier systems can generate such behavior even if one of the available rules of thumb is the decision function solving the dynamic programming problem, since bad decisions in good times can "feel better" than good decisions in bad times.

Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection

A multiobjective binary integer programming model for R&D project portfolio selection with competing objectives is developed when problem coefficients in both objective functions and constraints are uncertain. Robust optimization is used in dealing with uncertainty while an interactive procedure is used in making tradeoffs among the multiple objectives. Robust nondominated solutions are generated by solving the linearized counterpart of the robust augmented weighted Tchebycheff programs. A decision maker’s most preferred solution is identified in the interactive robust weighted Tchebycheff procedure by progressively eliciting and incorporating the decision maker’s preference information into the solution process. An example is presented to illustrate the solution approach and performance. The developed approach can also be applied to general multiobjective mixed integer programming problems

Min-Max MPC based on a computationally efficient upper bound of the worst case cost

Min-Max MPC (MMMPC) controllers [P.J. Campo, M. Morari, Robust model predictive control, in: Proc. American Control Conference, June 10–12, 1987, pp. 1021–1026] suffer from a great computational burden which limits their applicability in the industry. Sometimes upper bounds of the worst possible case of a performance index have been used to reduce the computational burden. This paper proposes a computationally efficient MMMPC control strategy in which the worst case cost is approximated by an upper bound based on a diagonalization scheme. The upper bound can be computed with O(n3) operations and using only simple matrix operations. This implies that the algorithm can be coded easily even in non-mathematical oriented programming languages such as those found in industrial embedded control hardware. A simulation example is given in the paper

Robust Gene Expression Programming

AbstractGenetic/evolutionary methods are frequently used to deal with complex adaptive systems. The classic example is a Genetic Algorithm. A Genetic Algorithm uses a simple linear representation for possible solutions to a problem. This is usually a bit vector. Unfortunately, the natural representation for many problems is a tree structure. In order to deal with these types of problems many evolutionary methods make use of tree structures directly. Gene Expression Programming is a new, popular evolutionary technique that deals with these types of problems by using a linear representation for trees. In this paper we present and evaluate Robust Gene Expression Programming (RGEP). This technique is a simplification of Gene Expression Programming that is equally efficient and powerful. The underlying representation of a solution to a problem in RGEP is a bit vector as in Genetic Algorithms. It has fewer and simpler operators than those of Gene Expression Programming. We describe the basic technique, discuss its advantages over related methods, and evaluate its effectiveness on example problems