The computation of global optima in dual response systems

Enrique Del Castillo, Shu Kai Fan, John Semple

Research output: Contribution to journalArticle

36 Citations (Scopus)

Abstract

This paper presents an ANSI FORTRAN implementation of a new algorithm for the global optimization of dual response systems within a spherical region of interest. The algorithm, DRSALG, is a new computational method that guarantees, under conditions that often hold in practice, a global optimal solution for dual response systems. The computer program is illustrated by means of examples found in the recent literature. It is shown that DRSALG can provide better solutions than those previously reported, demonstrating that other methods (e.g., general non-linear programming algorithms) may settle on local optima. Applications of DRSALG to other related problems such as the case of multiple linear secondary responses are discussed.

Original languageEnglish (US)
Pages (from-to)347-353
Number of pages7
JournalJournal of Quality Technology
Volume29
Issue number3
StatePublished - Jul 1997

Fingerprint

Global Optimum
D.3.2 [Programming Languages]: Language Classifications - Fortran
FORTRAN (programming language)
Nonlinear programming
Global optimization
Region of Interest
Computational methods
Nonlinear Programming
Computational Methods
Global Optimization
Computer program listings
Optimal Solution

All Science Journal Classification (ASJC) codes

  • Industrial and Manufacturing Engineering
  • Statistics and Probability
  • Management Science and Operations Research

Cite this

Del Castillo, Enrique ; Fan, Shu Kai ; Semple, John. / The computation of global optima in dual response systems. In: Journal of Quality Technology. 1997 ; Vol. 29, No. 3. pp. 347-353.
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The computation of global optima in dual response systems. / Del Castillo, Enrique; Fan, Shu Kai; Semple, John.

In: Journal of Quality Technology, Vol. 29, No. 3, 07.1997, p. 347-353.

Research output: Contribution to journalArticle

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