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Optimization and Sensitiyity Analysis

Assumes fixed reference value (deIta/2), minima! cost sampling interval, variable sample size and decision interval.

Figurę 6. ARL Comparison for Shift of 0.75.

types for a given example. The Lorenzen and Vance baseiine case was used with a shift of 0.75 process standard deviations. To generate the ARL altematiyes, we modified the decision interval (H) and sample size (n) with fixed reference value (k = A/2), and minimum cost sampling interval (h). The generał shape of the curves indicate the need to carefttlly select ARLs, especially in the case of ARL2. ARL2 can be improved in the immediate yicinity of the minimum from 17 to about 7 for slight increases in cost. Further improvements in ARL2 however, becomes increasingly expensive. For the in-control case, improvements in ARL1 can generally be madę at either a slight increase in cost or a slight increase in ARL2, depending on the region of operation. This figurę clearly shows the dangers associated with pre-specified ARLs. Pre-specifying ARL2 < 8 costs very little relative to the optimum. Reąuiring ARL2 < 4 costs about 30% morę than optimum. This type of illustration can help the decision maker determine which cost/statistical performance parameters are best for a particular scenario.

Further Research and Summary The trade-off approach could be enhanced by developing a multi-objective program that allows the designer to select weights for the three objectives: minimize cost, maximize ARL1 and minimize ARL2. Ideally, the program would contain an interface so that what-if scenarios could be deyeloped and solved so that the designer could interact to deyelop the "best" solution. The Generalized Reduced Gradient (GRG)