Title: Batch sequential NOAB designs by way of simultaneous construction and augmentation

Authors: Zachary C. Little; Jeffery D. Weir; Raymond R. Hill; Brian B. Stone; Jason K. Freels

Addresses: The Perduco Group, 2647 Commons Blvd, Beavercreek, Ohio 45431, USA ' Department of Operational Sciences, Air Force Institute of Technology, 2950 Hobson Way, Wright-Patterson AFB, Ohio 45433, USA ' Department of Operational Sciences, Air Force Institute of Technology, 2950 Hobson Way, Wright-Patterson AFB, Ohio 45433, USA ' Air Force Operational Test and Evaluation Center (AFOTEC), 1251 Wyoming Blvd SE, Kirtland AFB, New Mexico 87116, USA ' Department of Systems Engineering and Management, Air Force Institute of Technology, 2950 Hobson Way, Wright-Patterson AFB, Ohio 45433, USA

Abstract: Space-filling designs help experimenters to represent simulation outputs efficiently when entire input spaces cannot be exhaustively explored. Batch sequential designs allow for intermediate analyses to occur as later batches of experimental design points are being tested, given the ability to change later design points based on the outputs observed, and stop the experiment when the current observations are deemed sufficient to reduce experimental cost. Nearly orthogonal-and-balanced (NOAB) designs have good space-filling properties and can accommodate design spaces with continuous, discrete, and categorical factors. In this paper, mixed-integer linear programming (MILP) formulations used to find NOAB resolutions III, IV, and V designs are extended to construct batch sequential NOAB designs, where design stages can use different NOAB approaches. A case study is presented where a simultaneous construction approach results in overall more desirable designs than when using design augmentation, yet requires a predefined number of points for each design stage.

Keywords: design of experiments; mixed factor; space filling; nearly orthogonal-and-balanced; NOAB; mixed-integer linear program; meta-model.

DOI: 10.1504/IJEDPO.2019.101719

International Journal of Experimental Design and Process Optimisation, 2019 Vol.6 No.2, pp.127 - 145

Received: 29 Nov 2018
Accepted: 03 Mar 2019
Published online: 22 Aug 2019 *

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