Date of Award

3-1999

Document Type

Thesis

Degree Name

Master of Science

Department

Department of Operational Sciences

First Advisor

T. Glenn Bailey, PhD

Abstract

The LP recourse problem applies to two-stage optimization problems where uncertainty in resource availability of the second stage hinders informed decision making. The recourse function affords a way to compensate "later" for an error in prediction "now." The literature provides a rich body of work on the optimization of such problems, but little research has been accomplished regarding the characterization of the surface in the local region of optimality, in particular sensitivity analysis. A decision maker faced with considerations other than the modeled objective function must be presented with a way to estimate the impact of operating at non-optimal decision variable values. This work develops and demonstrates a technique for characterizing the surface using response surface methodology. Specifically, the flexibility and utility of RSM techniques applied to this class of problems is demonstrated, and a methodology for characterizing the surface in the local region using a low-order polynomial is developed.

AFIT Designator

AFIT-GOR-ENS-99M-11

DTIC Accession Number

ADA361698

Comments

The author’s Vita page is omitted.

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