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Design and Analysis of Computational Experiments: Overview

  • Jack P.C. Kleijnen
Chapter

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.

Keywords

Response Surface Methodology Robust Optimization Latin Hypercube Sampling Kriging Model Classic Design 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Notes

Acknowledgements

Comments by two anonymous referees led to a much improved version of the present chapter.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Jack P.C. Kleijnen
    • 1
  1. 1.Department of Information ManagementCentER Tilburg UniversityTilburgNetherlands

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