Multi-objective optimisation of split-plot designs

IF 2 Q2 ECONOMICS
Matteo Borrotti , Francesco Sambo , Kalliopi Mylona
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引用次数: 2

Abstract

Modern experiments allow scientists to tackle scientific problems of increasing complexity. Often experiments are characterised by factors that have levels which are harder to set than others. A possible solution is the use of a split-plot design. Many solutions are available in the literature to find optimal designs that focus solely on optimising a single criterion. Multi-criteria approaches have been developed to overcome the limitations of the one-objective optimisation, however they mainly focus on estimating the precision of the fixed factor effects, ignoring the variance component estimation. The Multi-Stratum Two-Phase Local Search (MS-TPLS) algorithm for multi-objective optimisation of designs of experiments is extended, in order to ensure pure-error estimation of the variance components. The proposed solution is applied to two motivating problems and the final optimal Pareto front and related designs are compared with other designs from the relevant literature. Experimental results show that the designs from the obtained Pareto front represent good candidate solutions based on the different objectives.

分割地块设计的多目标优化
现代实验使科学家能够解决日益复杂的科学问题。实验的特点往往是因素的水平比其他因素更难设定。一种可能的解决方案是使用分割图设计。文献中有许多解决方案可用于寻找仅专注于优化单个标准的最佳设计。已经开发了多准则方法来克服单目标优化的局限性,但它们主要集中于估计固定因素效应的精度,而忽略了方差分量估计。为了保证方差分量的纯误差估计,扩展了用于实验设计多目标优化的多层两相局部搜索(MS-TPLS)算法。将所提出的解决方案应用于两个激励问题,并将最终的最优Pareto前沿和相关设计与相关文献中的其他设计进行了比较。实验结果表明,来自所获得的Pareto前沿的设计代表了基于不同目标的良好候选解。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
CiteScore
3.10
自引率
10.50%
发文量
84
期刊介绍: Econometrics and Statistics is the official journal of the networks Computational and Financial Econometrics and Computational and Methodological Statistics. It publishes research papers in all aspects of econometrics and statistics and comprises of the two sections Part A: Econometrics and Part B: Statistics.
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