Title :
On Evaluating Variation of Desirability Function: A Monte Carlo Approach
Author :
Zhu, Pengfei ; He, Zhen ; Liu, Yafen
Author_Institution :
Dept. of Ind. Eng., Tianjin Univ., Tianjin, China
Abstract :
The desirability function method is widely used for simultaneous optimization of several independent or uncorrelated responses. In practical application, a second order polynomial is usually employed to represent each response based on RSM, and a functional form of the overall desirability is obtained. This paper proposes a Monte Carlo approach to evaluate variation of the overall desirability function resulting from the variance of future responses, with input variables fixed at each optimum point. In this approach the variance of the estimated mean response as well as that of the random error are taken into consideration. Research shows that the probabilistic risk analysis using Monte Carlo simulation is a useful supplement to simultaneous optimization and robust analysis. A numerical example with two factors and three output responses is discussed for illustrative purpose.
Keywords :
Monte Carlo methods; response surface methodology; risk analysis; Monte Carlo approach; RSM function; desirability function evaluating variation; estimated mean response variance; future response variance; optimum point; probabilistic risk analysis; random error; response surface methodology; robust analysis; second order polynomial; simultaneous optimization; Engineering management; Helium; Industrial engineering; Input variables; Monte Carlo methods; Optimization methods; Polynomials; Response surface methodology; Risk analysis; Robustness;
Conference_Titel :
Management and Service Science, 2009. MASS '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4638-4
Electronic_ISBN :
978-1-4244-4639-1
DOI :
10.1109/ICMSS.2009.5300991