Generating and improving orthogonal designs by using mixed integer programming

Download
Author
Vieira, Hélcio Jr.
Sanchez, Susan
Kienitz, Karl Heinz
Belderrain, Mischel Carmen Neyra
Date
2010Metadata
Show full item recordAbstract
Analysts faced with conducting experiments involving quantitative factors have a variety of potential
designs in their portfolio. However, in many experimental settings involving discrete-valued factors (particularly
if the factors do not all have the same number of levels), none of these designs are suitable.
In this paper, we present a mixed integer programming (MIP) method that is suitable for constructing
orthogonal designs, or improving existing orthogonal arrays, for experiments involving quantitative factors
with limited numbers of levels of interest. Our formulation makes use of a novel linearization of the
correlation calculation.
The orthogonal designs we construct do not satisfy the definition of an orthogonal array, so we do not
advocate their use for qualitative factors. However, they do allow analysts to study, without sacrificing
balance or orthogonality, a greater number of quantitative factors than it is possible to do with orthogonal
arrays which have the same number of runs.
Description
The article of record as published may be located at http://dx.doi.org/10.1016/j.ejor.2011.07.005
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.Collections
Related items
Showing items related by title, author, creator and subject.
-
Breaking barriers to design dimensions in nearly orthogonal Latin hypercubes
Hernandez, Alejandro S. (Monterey California. Naval Postgraduate School, 2008-12);A dynamic and extremely complex landscape in security and world events presents problems that challenge all sectors of society to develop efficient means for exploring a wide range of solutions. Similarly, exponential ... -
Efficient, nearly orthogonal-and-balanced, mixed designs: an effective way to conduct trade-off analyses via simulation
Vieira, H.; Sanchez, Susan M.; Kienitz, K.H.; Belderrain, M.C.N. (2013);Designed experiments are powerful methodologies for gaining insights into the behaviour of complex simulation models. In recent years, many new designs have been created to address the large number of factors and complex ... -
Efficient nearly orthogonal and space-filling experimental designs for high-dimensional complex models
Cioppa, Thomas M. (Monterey, California. Naval Postgraduate School, 2002-09);The Department of Defense uses complex high-dimensional simulation models as an important tool in its decision-making process. To improve on the ability to efficiently explore larger subspaces of these models, this ...