Design centering and polyhedral region approximation via parallel-cuts ellipsoidal technique

Design centering and polyhedral region approximation via parallel-cuts ellipsoidal technique

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Article ID: iaor20042824
Country: United Kingdom
Volume: 36
Issue: 1
Start Page Number: 37
End Page Number: 49
Publication Date: Feb 2004
Journal: Engineering Optimization
Authors: , ,
Keywords: design, engineering, statistics: decision
Abstract:

A new technique for constructing a polyhedral approximation of the feasible region and finding the associated design center through a parallel-cuts ellipsoidal technique is presented. The linearizations of the feasible region boundary required to implement the parallel-cuts ellipsoidal technique are saved from one iteration to another in a non-redundant form. These linearizations are used in the construction of the parallel cuts as well as in the generation of an exterior polyhedral approximation of the feasible region at no additional cost. Numerical and practical examples are given to demonstrate the effectiveness of the new technique.

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