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  • Search: subject:"Optimality Criterion"
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Year of publication
Subject
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Cost 2 D-optimality criterion 2 Optimality criterion 2 Split-plot design 2 Split-split-plot design 2 A- and D-optimality criterion 1 A-optimality criterion 1 AR(1) 1 Approximare designs 1 Autocorrelation 1 Bayesian design 1 Black-SCHOLES Model 1 Calibration model 1 Central composite design 1 Coordinate-exchange algorithm 1 D- and I-optimality criterion 1 Directional derivative 1 Discrete Hedging 1 Efficiency 1 First-order condition 1 Hard-to-change factors 1 Information matrix 1 Invariant design 1 Iterated local search 1 Local search 1 Lower semicontinuity 1 Maximal monotonicity 1 Metaheuristic 1 Multidimensional Optimal Stopping Problems 1 Optimal design of experiments 1 Optimality Criterion 1 Quasi-Newton methods 1 Response surface model 1 Staggered design 1 Staggered-level design 1 Steepest descent 1 Subdifferential 1 Variance Of Replication Error 1 convex optimization 1 exact designs 1
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Online availability
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Undetermined 5 Free 4
Type of publication
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Article 5 Book / Working Paper 4
Language
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Undetermined 7 English 2
Author
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GOOS, Peter 4 ARNOUTS, Heidi 2 SÖRENSEN, Kenneth 2 CUERVO, Daniel Palhazi 1 GARROI, Jean-Jacques 1 Gaffke, N. 1 Gaffke, Norbert 1 Graßhoff, U. 1 Heiligers, Berthold 1 Jules, Florence 1 Lassonde, Marc 1 Liao, Chen-Tuo 1 Lin, Tsai-Yu 1 Schwabe, R. 1 Trabelsi, Faouzi 1 Trad, Abdelhamid 1
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Institution
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Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 4
Published in...
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Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 4 Metrika 2 Applied Mathematical Finance 1 Computational Statistics & Data Analysis 1 Journal of Global Optimization 1
Source
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RePEc 9
Showing 1 - 9 of 9
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Staggered-level designs for response surface modeling
ARNOUTS, Heidi; GOOS, Peter - Faculteit Toegepaste Economische Wetenschappen, … - 2013
In industrial experiments, there are often restrictions in randomization caused by equipment and resource constraints, as well as budget and time restrictions. Next to the split-plot and the split-split-plot design, the staggered-level design is an interesting design option for experiments...
Persistent link: https://www.econbiz.de/10010797663
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An iterated local search algorithm for the construction of large scale D-optimal experimental designs
CUERVO, Daniel Palhazi; GOOS, Peter; SÖRENSEN, Kenneth - Faculteit Toegepaste Economische Wetenschappen, … - 2013
We focus on the D-optimal design of screening experiments involving main-effects regression models, especially with large numbers of factors and observations. We propose a new selection strategy for the coordinate-exchange algorithm based on an orthogonality measure of the design. Computational...
Persistent link: https://www.econbiz.de/10010839858
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Staggered designs for experiments with more than one hard-to-change factor
ARNOUTS, Heidi; GOOS, Peter - Faculteit Toegepaste Economische Wetenschappen, … - 2008
In many industrial experiments, some of the factors are not independently reset for each run. This is due to time and/or cost constraints and to the hard-to-change nature of these factors. Most of the literature restricts the attention to split-plot designs in which all the hard-to-change...
Persistent link: https://www.econbiz.de/10005824249
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Subdifferential test for optimality
Jules, Florence; Lassonde, Marc - In: Journal of Global Optimization 59 (2014) 1, pp. 101-106
We provide a first-order necessary and sufficient condition for optimality of lower semicontinuous functions on Banach spaces using the concept of subdifferential. From the sufficient condition we derive that any subdifferential operator is monotone absorbing, hence maximal monotone when the...
Persistent link: https://www.econbiz.de/10010896457
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Algorithms for approximate linear regression design with application to a first order model with heteroscedasticity
Gaffke, N.; Graßhoff, U.; Schwabe, R. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1113-1123
method, uses a local linear approximation of the optimality criterion at the actual point. A second order method is a Newton …
Persistent link: https://www.econbiz.de/10011056584
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A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends
GARROI, Jean-Jacques; GOOS, Peter; SÖRENSEN, Kenneth - Faculteit Toegepaste Economische Wetenschappen, … - 2006
The responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a...
Persistent link: https://www.econbiz.de/10005588110
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Optimal allocation of measurements in a linear calibration process
Lin, Tsai-Yu; Liao, Chen-Tuo - In: Metrika 61 (2005) 2, pp. 157-168
specimens based on A-optimality criterion, which is applied to asymptotic variances of maximum likelihood estimators for the …
Persistent link: https://www.econbiz.de/10005756235
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L 2 -discrete hedging in a continuous-time model
Trabelsi, Faouzi; Trad, Abdelhamid - In: Applied Mathematical Finance 9 (2002) 3, pp. 189-217
also shown BS that they are asymptotically equivalent when the number of rebalances becomes large and an optimality … criterion is stated for the problem (PN). The same study is made when more realistic restrictions are imposed on the hedging …
Persistent link: https://www.econbiz.de/10005462481
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Algorithms for optimal design with application to multiple polynomial regression
Gaffke, Norbert; Heiligers, Berthold - In: Metrika 42 (1995) 1, pp. 173-190
Persistent link: https://www.econbiz.de/10005602817
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