• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1269-1278
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• 2014

Despite the D-optimality criterion becomes very popular in designing an experiment for nonlinear models because of theoretical foundations it provides, it is very critical that the criterion depends on the unknown parameters of the nonlinear model. But some nonlinear models turned out to be partially nonlinear in sense that the optimal design depends on the subset of parameters only. It was a strong belief that the maximin approach to find a robust design to protect against the uncertainty of parameters is not guaranteed to be successful in nonlinear models. But the maximin approach could be a success for the partial nonlinear model, because often the optimal design depends on only one unknown value of parameter, easier to handle than the full parameters. We deal with maximin approach for Michaelis-Menten model with respect to D- and $D_s$-optimality.

• Knowledge Management Research
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• v.20 no.3
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• pp.39-47
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• 2019

Response surface methodology (RSM) is a group of statistical modeling and optimization methods to improve the quality of design systematically in the quality engineering field. Its final goal is to identify the optimal setting of input variables optimizing a response. RSM is a kind of knowledge management tool since it studies a manufacturing or service process and extracts an important knowledge about it. In a real problem of RSM, it is a quite frequent situation that considers multiple responses simultaneously. To date, many approaches are proposed for solving (i.e., optimizing) a multi-response problem: process capability function approach, desirability function approach, loss function approach, and so on. The process capability function approach first estimates the mean and standard deviation models of each response. Then, it derives an individual process capability function for each response. The overall process capability function is obtained by aggregating the individual process capability function. The optimal setting is given by maximizing the overall process capability function. The existing process capability function methods usually use the arithmetic mean or geometric mean as an aggregation operator. However, these operators do not guarantee the Pareto optimality of their solution. Moreover, they may bring out an unacceptable result in terms of individual process capability function values. In this paper, we propose a maximin-based process capability function method which uses a maximin criterion as an aggregation operator. The proposed method is illustrated through a well-known multiresponse problem.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.531-540
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• 2007

When multiple objectives exist, there are three approaches exist. These are maximin design, compound design, and constrained design. Still, each of three design criteria has its own strength and weakness. In this paper Hybrid approach is suggested when multiple design objectives exist, which is a combination of maximin and constrained design. Sometimes experimenter has several objectives, but he/she has only one or two primary objectives, others less important. A new approach should be useful under this condition. The genetic algorithm is used for few examples. It has been proven to be a very useful technique for this complex situation. Conclusion follows.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.561-571
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• 2015

When we consider an optimal design to predict the response corresponding to the point outside the design region, we are extremely careful about choosing the design criteria for selecting the support points. The assumed model and its accompanying error structure should be assumed to extend beyond the design region for the selected design criteria to be valid. Thus, we modify the existing design criteria such as extrapolation-optimality to be suited to those situations. We propose some maximin approaches in this paper. Simple and quadratic regression models are tested to find the basic characteristics of such maximin approaches. Some main findings are discussed in the conclusion.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.9 s.240
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• pp.1217-1224
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• 2005

To improve the accuracy of a metamodel, additional sample points can be selected by using a specified criterion, which is often called sequential sampling approach. Sequential sampling approach requires small computational cost compared to one-stage optimal sampling. It is also capable of monitoring the process of metamodeling by means of identifying an important design region for approximation and further refining the fidelity in the region. However, the existing critertia such as mean squared error, entropy and maximin distance essentially depend on the distance between previous selected sample points. Therefore, although sufficient sample points are selected, these sequential sampling strategies cannot guarantee the accuracy of metamodel in the nearby optimum points. This is because criteria of the existing sequential sampling approaches are inefficient to approximate extremum and inflection points of original model. In this research, new sequential sampling approach using the sensitivity of metamodel is proposed to reflect the response. Various functions that can represent a variety of features of engineering problems are used to validate the sensitivity approach. In addition to both root mean squared error and maximum error, the error of metamodel at optimum points is tested to access the superiority of the proposed approach. That is, optimum solutions to minimization of metamodel obtained from the proposed approach are compared with those of true functions. For comparison, both mean squared error approach and maximin distance approach are also examined.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.4
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• pp.369-374
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• 2015

In order to efficiently optimize the problem involving complex computer codes or computationally expensive simulation, surrogate models are widely used. Because their accuracy significantly depends on sample points, many experimental designs have been proposed. One approach is the sequential design of experiments that consider existing information of responses. In earlier research, the correlation coefficients of the kriging surrogate model are introduced as weight parameters to define the scaled distance between sample points. However, if existing information is incorrect or lacking, new sample points can be misleading. Thus, our goal in this paper is to propose a weight function derived from correlation coefficients to generate new points robustly. To verify the performance of the proposed method, several existing sequential design methods are compared for use as mathematical examples.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1998.06a
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• pp.501-505
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• 1998

In this paper, an LP problem with convex polyhedral objective coefficients is treated. In the problem, the interactivities of the uncertain objective coefficients are represented by a bounded convex polyhedron (a convex polytope). We develop a computation algorithm of a maxmin achievement rate solution. To solve the problem, first, we introduce the relaxation procedure. In the algorithm, a sub-problem, a bilevel programing problem, should be solved. To solve the sub-problem, we develop a solution method based on a branch and bound method. As a result, it is shown that the problem can be solved by the repetitional use of the simplex method.

• Proceedings of the KIEE Conference
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• 1995.11a
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• pp.213-215
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• 1995

This paper is concerned with a coplanar pursuit-evasion game of one inertial evader and two identical noninertial pursuers. The terminal time is fired and the payoff is the distance between the evader and the nearest pursuer when tile game is terminated. The value functions and the strategies is constructed for all the game surface. To get a value function, we use the generalization of the Bellman-Isaacs fundamental equation.

• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.65-75
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• 2012

In setting an experimental design for the prediction outside the experimental region (extrapolation design), it is natural for the experimenter to be very careful about the validity of the model for the design because the experimenter is not certain whether the model can be extended beyond the design region or not. In this paper, a hybrid constrained type approach was adopted in dealing model uncertainty as well as the prediction error using the three basic principles available in literature, maxi-min, constrained, and compound design. Furthermore, the effect of the distance of the extrapolation design point from the design region is investigated. A search algorithm was used because the classical exchange algorithm was found to be complex due to the characteristic of the problem.

• Journal of Korea Water Resources Association
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• v.46 no.9
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• pp.897-907
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• 2013

Climate change is expected to worsen the depletion of streamflow in urban watershed. In this study, we therefore considered the treated wastewater (TWW) use as an adaptation strategy and devised a framework to identify prioritized areas for TWW use. An integrated framework that includes hydrological factors as well as social and environmental components were employed to determine the criteria for decision making. Fuzzy theory was employed to consider the uncertainties in the climate change scenarios and the weights of the performance value. All alternatives were evaluated using the fuzzy TOPSIS method. In addition, statistical method and decision making methods under complete uncertainty were used for robust decision making. As a result, ranking the alternatives using the fuzzy TOPSIS method and robust approach such as maximin, maximax, Hurwicz and equal likelihood criterion mitigated the level of uncertainty and ambiguity in each alternative. The finding of this study can be helpful in prioritizing water resource management projects considering various climate change scenarios.