DOE PAGES title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Uncertainty analysis of trade-offs between multiple responses using hypervolume

Abstract

When multiple responses are considered in process optimization, the degree to which they can be simultaneously optimized depends on the optimization objectives and the amount of trade-offs between the responses. The normalized hypervolume of the Pareto front is a useful summary to quantify the amount of trade-offs required to balance performance across the multiple responses. In order to quantify the impact of uncertainty of the estimated response surfaces and add realism to what future data to expect, 2 versions of the scaled normalized hypervolume of the Pareto front are presented. To demonstrate the variation of the hypervolume distributions, we explore a case study for a chemical process involving 3 responses, each with a different type of optimization goal. Our results show that the global normalized hypervolume characterizes the proximity to the ideal results possible, while the instance-specific summary considers the richness of the front and the severity of trade-offs between alternatives. Furthermore, the 2 scaling schemes complement each other and highlight different features of the Pareto front and hence are useful to quantify what solutions are possible for simultaneous optimization of multiple responses.

Authors:
 [1];  [2];  [3]
  1. Indiana Univ. of Pennsylvania, Indiana, PA (United States). Dept. of Mathematics
  2. Univ. of South Florida, Tampa, FL (United States). Dept. of Mathematics and Statistics
  3. Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
Publication Date:
Research Org.:
Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
Sponsoring Org.:
USDOE
OSTI Identifier:
1375877
Report Number(s):
LA-UR-17-22570
Journal ID: ISSN 0748-8017
Grant/Contract Number:  
AC52-06NA25396
Resource Type:
Accepted Manuscript
Journal Name:
Quality and Reliability Engineering International
Additional Journal Information:
Journal Name: Quality and Reliability Engineering International; Journal ID: ISSN 0748-8017
Publisher:
Wiley
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING; Mathematics

Citation Formats

Cao, Yongtao, Lu, Lu, and Anderson-Cook, Christine M. Uncertainty analysis of trade-offs between multiple responses using hypervolume. United States: N. p., 2017. Web. doi:10.1002/qre.2193.
Cao, Yongtao, Lu, Lu, & Anderson-Cook, Christine M. Uncertainty analysis of trade-offs between multiple responses using hypervolume. United States. https://doi.org/10.1002/qre.2193
Cao, Yongtao, Lu, Lu, and Anderson-Cook, Christine M. Fri . "Uncertainty analysis of trade-offs between multiple responses using hypervolume". United States. https://doi.org/10.1002/qre.2193. https://www.osti.gov/servlets/purl/1375877.
@article{osti_1375877,
title = {Uncertainty analysis of trade-offs between multiple responses using hypervolume},
author = {Cao, Yongtao and Lu, Lu and Anderson-Cook, Christine M.},
abstractNote = {When multiple responses are considered in process optimization, the degree to which they can be simultaneously optimized depends on the optimization objectives and the amount of trade-offs between the responses. The normalized hypervolume of the Pareto front is a useful summary to quantify the amount of trade-offs required to balance performance across the multiple responses. In order to quantify the impact of uncertainty of the estimated response surfaces and add realism to what future data to expect, 2 versions of the scaled normalized hypervolume of the Pareto front are presented. To demonstrate the variation of the hypervolume distributions, we explore a case study for a chemical process involving 3 responses, each with a different type of optimization goal. Our results show that the global normalized hypervolume characterizes the proximity to the ideal results possible, while the instance-specific summary considers the richness of the front and the severity of trade-offs between alternatives. Furthermore, the 2 scaling schemes complement each other and highlight different features of the Pareto front and hence are useful to quantify what solutions are possible for simultaneous optimization of multiple responses.},
doi = {10.1002/qre.2193},
journal = {Quality and Reliability Engineering International},
number = ,
volume = ,
place = {United States},
year = {Fri Aug 04 00:00:00 EDT 2017},
month = {Fri Aug 04 00:00:00 EDT 2017}
}

Works referenced in this record:

Quality quandaries: Understanding aspects influencing different types of multiple response optimization
journal, August 2016


A new selection metric for multiobjective hydrologic model calibration
journal, September 2014

  • Asadzadeh, Masoud; Tolson, Bryan A.; Burn, Donald H.
  • Water Resources Research, Vol. 50, Issue 9
  • DOI: 10.1002/2013WR014970

A multi-objective coordinate-exchange two-phase local search algorithm for multi-stratum experiments
journal, February 2016

  • Borrotti, Matteo; Sambo, Francesco; Mylona, Kalliopi
  • Statistics and Computing, Vol. 27, Issue 2
  • DOI: 10.1007/s11222-016-9633-6

Adapting the Hypervolume Quality Indicator to Quantify Trade-offs and Search Efficiency for Multiple Criteria Decision Making Using Pareto Fronts
journal, September 2012

  • Lu, Lu; Anderson-Cook, Christine M.
  • Quality and Reliability Engineering International, Vol. 29, Issue 8
  • DOI: 10.1002/qre.1464

On using the hypervolume indicator to compare Pareto fronts: Applications to multi-criteria optimal experimental design
journal, May 2015

  • Cao, Yongtao; Smucker, Byran J.; Robinson, Timothy J.
  • Journal of Statistical Planning and Inference, Vol. 160
  • DOI: 10.1016/j.jspi.2014.12.004

Optimization of Designed Experiments Based on Multiple Criteria Utilizing a Pareto Frontier
journal, November 2011

  • Lu, Lu; Anderson-Cook, Christine M.; Robinson, Timothy J.
  • Technometrics, Vol. 53, Issue 4
  • DOI: 10.1198/TECH.2011.10087

Process Optimization for Multiple Responses Utilizing the Pareto Front Approach
journal, May 2014


Impact of response variability on Pareto front optimization
journal, September 2015

  • Chapman, Jessica L.; Lu, Lu; Anderson-Cook, Christine M.
  • Statistical Analysis and Data Mining: The ASA Data Science Journal, Vol. 8, Issue 5-6
  • DOI: 10.1002/sam.11279

An introduction to ROC analysis
journal, June 2006


Survey of multi-objective optimization methods for engineering
journal, April 2004


Incorporating response variability and estimation uncertainty into Pareto front optimization
journal, October 2014

  • Chapman, Jessica L.; Lu, Lu; Anderson-Cook, Christine M.
  • Computers & Industrial Engineering, Vol. 76
  • DOI: 10.1016/j.cie.2014.07.028

The meaning and use of the area under a receiver operating characteristic (ROC) curve.
journal, April 1982