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Statistics and Computing

, Volume 27, Issue 2, pp 469–481 | Cite as

A multi-objective coordinate-exchange two-phase local search algorithm for multi-stratum experiments

  • Matteo BorrottiEmail author
  • Francesco Sambo
  • Kalliopi Mylona
  • Steven Gilmour
Article

Abstract

A multi-stratum design is a useful tool for industrial experimentation, where factors that have levels which are harder to set than others, due to time or cost constraints, are frequently included. The number of different levels of hardness to set defines the number of strata that should be used. The simplest case is the split-plot design, which includes two strata and two sets of factors defined by their level of hardness-to-set. In this paper, we propose a novel computational algorithm which can be used to construct optimal multi-stratum designs for any number of strata and up to six optimality criteria simultaneously. Our algorithm allows the study of the entire Pareto front of the optimization problem and the selection of the designs representing the desired trade-off between the competing objectives. We apply our algorithm to several real case scenarios and we show that the efficiencies of the designs obtained present experimenters with several good options according to their objectives.

Keywords

Multi-objective optimization Pareto-optimality Multi-stratum design 

Supplementary material

11222_2016_9633_MOESM1_ESM.xlsx (69 kb)
Supplementary material 1 (xlsx 69 KB)

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Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  • Matteo Borrotti
    • 1
    Email author
  • Francesco Sambo
    • 2
  • Kalliopi Mylona
    • 3
    • 4
  • Steven Gilmour
    • 5
  1. 1.Institute of Applied Mathematics and Information TechnologyNational Research Council of ItalyMilanItaly
  2. 2.Department of Engineering InformationUniversity of PaduaPaduaItaly
  3. 3.Department of StatisticsUniversidad Carlos III de MadridMadridSpain
  4. 4.Statistical Sciences Research InstituteUniversity of SouthamptonSouthamptonUK
  5. 5.Department of MathematicsKing’s College LondonLondonUK

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