Date of Award
3-1992
Document Type
Thesis
Degree Name
Master of Science
Department
Department of Operational Sciences
First Advisor
Kenneth W. Bauer, PhD
Abstract
This research investigated an alternative to the traditional approaches of optimizing a stochastic response surface subject to constraints. This research investigated the bias in the expected value of the solution, possible alternative decision variable settings, and a method to improve the solution. A three step process is presented to evaluate stochastic response surfaces subject to constraints. Step 1 is to use a traditional approach to estimate the response surface and a covariance matrix through regression. Step 2 samples the objective function of the linear program (i.e., response surface) and identifies the extreme points visited. Step 3 presents a method to estimate the optimal extreme point and present that information to a decision maker.
AFIT Designator
AFIT-GOR-ENS-92M-14
DTIC Accession Number
ADA248108
Recommended Citation
Harvey, Robert G., "Optimization of Stochastic Response Surfaces Subject to Constraints with Linear Programming" (1992). Theses and Dissertations. 7623.
https://scholar.afit.edu/etd/7623
Comments
The author's Vita page is omitted.