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A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends

Author

Listed:
  • GARROI, Jean-Jacques
  • GOOS, Peter
  • SÖRENSEN, Kenneth

Abstract

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 variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.

Suggested Citation

  • GARROI, Jean-Jacques & GOOS, Peter & SÖRENSEN, Kenneth, 2006. "A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends," Working Papers 2006026, University of Antwerp, Faculty of Applied Economics.
  • Handle: RePEc:ant:wpaper:2006026
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    File URL: https://repository.uantwerpen.be/docman/irua/b6761e/e7bc493f.pdf
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    References listed on IDEAS

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    1. Avanthay, Cedric & Hertz, Alain & Zufferey, Nicolas, 2003. "A variable neighborhood search for graph coloring," European Journal of Operational Research, Elsevier, vol. 151(2), pages 379-388, December.
    2. Fleszar, Krzysztof & Hindi, Khalil S., 2004. "Solving the resource-constrained project scheduling problem by a variable neighbourhood search," European Journal of Operational Research, Elsevier, vol. 155(2), pages 402-413, June.
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    Cited by:

    1. VÁZQUEZ-ALCOCER, Alan & GOOS, Peter & SCHOEN, Eric D., 2016. "Two-level designs constructed by concatenating orthogonal arrays of strenght three," Working Papers 2016011, University of Antwerp, Faculty of Applied Economics.
    2. SYAFITRI, Utami & SARTONO, Bagus & GOOS, Peter, 2015. "D- and I-optimal design of mixture experiments in the presence of ingredient availability constraints," Working Papers 2015003, University of Antwerp, Faculty of Applied Economics.

    More about this item

    Keywords

    AR(1); Autocorrelation; Central composite design; D-optimality criterion; Local search;

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