This thesis includes three self-contained projects: In the first project Bidding strategies and their impact on the auctioneer's revenue in combinatorial auctions, focusing on combinatorial auctions, we propose a simple and efficient model for evaluating the value of any bundle given limited information, design bidding strategies that efficiently select desirable bundles, and evaluate the performance of different bundling strategies under various market settings. In the second project Retailer shelf-space management with promotion effects, promotional investment effects are integrated with retail store assortment decisions and shelf space allocation. An optimization model for the category shelf-space allocation incorporating promotion effects is presented. Based on the proposed model, a category shelf space allocation framework with trade allowances is presented where a multi-player Retailer Stackelberg game is introduced to model the interactions between retailer and manufacturers. In the third project Supply-chain oriented robust parameter design, we introduce the game theoretical method, commonly used in supply-chain analysis to solve potential conflicts between manufacturers at various stages. These manufacturing chain partners collaboratively decide parameter design settings of the controllable factors to make the product less sensitive to process variations.

In industrial processes decreasing variation is very important while achieving the targets. For manufacturers, finding out optimal settings of product and process parameters that are capable of producing desired results under great conditions is crucial. In most cases, the quality response is measured on a continuous scale. However, in some cases, the desired quality response may be qualitative (categorical). There are many effective methods to design robust products/process through industrial experimentation when the response variable is continuous. But methods proposed so far in the literature for robust design with categorical response variables have various limitations. This study offers a simple and effective method for the analysis of categorical response data for robust product or process design. This method handles both location and dispersion effects to explore robust settings in an effective way. The method is illustrated on two cases: A foam molding process design and an iron-casting process design.

abstract: In mixture-process variable experiments, it is common that the number of runs is greater than in mixture-only or process-variable experiments. These experiments have to estimate the parameters from the mixture components, process variables, and interactions of both variables. In some of these experiments there are variables that are hard to change or cannot be controlled under normal operating conditions. These situations often prohibit a complete randomization for the experimental runs due to practical and economical considerations. Furthermore, the process variables can be categorized into two types: variables that are controllable and directly affect the response, and variables that are uncontrollable and primarily affect the variability of the response. These uncontrollable variables are called noise factors and assumed controllable in a laboratory environment for the purpose of conducting experiments. The model containing both noise variables and control factors can be used to determine factor settings for the control factor that makes the response "robust" to the variability transmitted from the noise factors. These types of experiments can be analyzed in a model for the mean response and a model for the slope of the response within a split-plot structure. When considering the experimental designs, low prediction variances for the mean and slope model are desirable. The methods for the mixture-process variable designs with noise variables considering a restricted randomization are demonstrated and some mixture-process variable designs that are robust to the coefficients of interaction with noise variables are evaluated using fraction design space plots with the respect to the prediction variance properties. Finally, the G-optimal design that minimizes the maximum prediction variance over the entire design region is created using a genetic algorithm. / Dissertation/Thesis / Ph.D. Industrial Engineering 2010

近年來，田口方法的應用推廣與發展已經蔚為一股風潮，企業界許多設計工程師、生產現場的技術人員均普遍地使用田口方法，將品質設計於產品與生產製程之中，期能在商場上持續發展，並佔一席之地。然而，在以往田口方法的應用實例中，參數設計之因子水準的選取大都仰賴工程師憑著經驗來決定，但是經驗常會造成實驗的偏差，有鑒於此，本論文除了針對田口方法的使用做進一步的研究，並提出一套根據統計理論所推導出來的方法來協助工程師，使其在參數設計時對各因子水準的決定有一參考的依據，同時，為使其廣泛應用，本研究亦考慮到其它工業界常用的分配，而不再只侷限於常態分配。此外，本論文又針對SN比與損失函數之間的關係做進一步的討論，以使工業界能更深一層體會田口方法的優點及參數設計的目的。最後，本論文則研究非常態分配對損失函數及SN比估計值的影響情形，並表列各不同分配在α值給定之下，應如何決定樣本數(sample size)值，以使常態分配的假設更為合理。

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This thesis introduces a new methodology for robust form parameter design of complex hull form geometry via constraint programming, automatic differentiation, interval arithmetic, and truncated hierarchical B- splines. To date, there has been no clearly stated methodology for assuring consistency of general (equality and inequality) constraints across an entire geometric form parameter ship hull design space. In contrast, the method to be given here can be used to produce guaranteed narrowing of the design space, such that infeasible portions are eliminated. Furthermore, we can guarantee that any set of form parameters generated by our method will be self consistent. It is for this reason that we use the title feasible form parameter design. In form parameter design, a design space is represented by a tuple of design parameters which are extended in each design space dimension. In this representation, a single feasible design is a consistent set of real valued parameters, one for every component of the design space tuple. Using the methodology to be given here, we pick out designs which consist of consistent parameters, narrowed to any desired precision up to that of the machine, even for equality constraints. Furthermore, the method is developed to enable the generation of complex hull forms using an extension of the basic rules idea to allow for automated generation of rules networks, plus the use of the truncated hierarchical B-splines, a wavelet-adaptive extension of standard B-splines and hierarchical B-splines. The adaptive resolution methods are employed in order to allow an automated program the freedom to generate complex B-spline representations of the geometry in a robust manner across multiple levels of detail. Thus two complementary objectives are pursued: ensuring feasible starting sets of form parameters, and enabling the generation of complex hull form geometry.

El problema de encontrar condiciones robustas al efecto de factores no controlados es un tema que interesa enormemente a las empresas ya que es una característica que demanda el mercado. Existen básicamente dos métodos para estudiar el problema: El que se basa en el método propuesto por G. Taguchi a comienzos de los 80's con el que se aproxima la variabilidad a partir de matrices producto y se seleccionan las condiciones robustas minimizando la respuesta, o el que parte de una matriz más económica que permite estimar un modelo para la respuesta Y en función de los factores de control y ruido, y estudia las condiciones robustas a partir de las interacciones entre los factores ruido y los factores de control. Aunque en un principio cabrían esperar resultados muy similares analizando un mismo problema por las dos vías hemos encontrado ejemplos donde las conclusiones son muy dispares y por ello nos hemos planteado este trabajo de investigación para encontrar las causas de estas diferencias.El trabajo de investigación lo hemos iniciado estudiando la naturaleza de las superficies asociadas a la variabilidad provocada por factores ruido realizando el estudio de forma secuencial aumentando el número de factores ruido. Hemos demostrado que independientemente de que la métrica seleccionada sea s2(Y), s(Y) o lo(s(Y)) las superficies difícilmente podrán ser aproximadas por polinomios de primer orden en los factores de control llegando a la conclusión de que algunas de las estrategias habituales que los experimentadores utilizan en la práctica difícilmente llevan a un buen conocimiento de esta superficie. Por ejemplo no es adecuado colocar un diseño 2k-p de Resolución III en los factores de control en una matriz producto siendo recomendables diseños de Resolución IV con puntos centrales.A continuación se han supuesto dos fuentes de variación en la respuesta debidas a ruido, fuentes desconocidas para el experimentador, y se ha estudiado la sensibilidad de los dos métodos para recoger estas oportunidades de reducción de la variabilidad demostrándose que el modelo para métricas resumen está más preparado para recoger todas las fuentes de variación que el modelo a partir de métricas no-resumen, el cual es muy sensible a la estimación del modelo de Y.Por último se ha investigado sobre los errores más comunes a la hora de seleccionar las condiciones robustas a partir de gráficos.

This dissertation presents novel methodologies for five problem areas in modern quality improvement and computer experiments, i.e., selective assembly, robust design with computer experiments, multivariate quality control, model selection for split plot experiments, and construction of minimax designs. Selective assembly has traditionally been used to achieve tight specifications on the clearance of two mating parts. Chapter 1 proposes generalizations of the selective assembly method to assemblies with any number of components and any assembly response function, called generalized selective assembly (GSA). Two variants of GSA are considered: direct selective assembly (DSA) and fixed bin selective assembly (FBSA). In DSA and FBSA, the problem of matching a batch of N components of each type to give N assemblies that minimize quality cost is formulated as axial multi-index assignment and transportation problems respectively. Realistic examples are given to show that GSA can significantly improve the quality of assemblies. Chapter 2 proposes methods for robust design optimization with time consuming computer simulations. Gaussian process models are widely employed for modeling responses as a function of control and noise factors in computer experiments. In these experiments, robust design optimization is often based on average quadratic loss computed as if the posterior mean were the true response function, which can give misleading results. We propose optimization criteria derived by taking expectation of the average quadratic loss with respect to the posterior predictive process, and methods based on the Lugannani-Rice saddlepoint approximation for constructing accurate credible intervals for the average loss. These quantities allow response surface uncertainty to be taken into account in the optimization process. Chapter 3 proposes a Bayesian method for identifying mean shifts in multivariate normally distributed quality characteristics. Multivariate quality characteristics are often monitored using a few summary statistics. However, to determine the causes of an out-of-control signal, information about which means shifted and the directions of the shifts is often needed. We propose a Bayesian approach that gives this information. For each mean, an indicator variable that indicates whether the mean shifted upwards, shifted downwards, or remained unchanged is introduced. Default prior distributions are proposed. Mean shift identification is based on the modes of the posterior distributions of the indicators, which are determined via Gibbs sampling. Chapter 4 proposes a Bayesian method for model selection in fractionated split plot experiments. We employ a Bayesian hierarchical model that takes into account the split plot error structure. Expressions for computing the posterior model probability and other important posterior quantities that require evaluation of at most two uni-dimensional integrals are derived. A novel algorithm called combined global and local search is proposed to find models with high posterior probabilities and to estimate posterior model probabilities. The proposed method is illustrated with the analysis of three real robust design experiments. Simulation studies demonstrate that the method has good performance. The problem of choosing a design that is representative of a finite candidate set is an important problem in computer experiments. The minimax criterion measures the degree of representativeness because it is the maximum distance of a candidate point to the design. Chapter 5 proposes algorithms for finding minimax designs for finite design regions. We establish the relationship between minimax designs and the classical set covering location problem in operations research, which is a binary linear program. We prove that the set of minimax distances is the set of discontinuities of the function that maps the covering radius to the optimal objective function value, and optimal solutions at the discontinuities are minimax designs. These results are employed to design efficient procedures for finding globally optimal minimax and near-minimax designs.