Agus Sudjianto

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Approximation models (also known as metamodels) have been widely used in engineering design to facilitate analysis and optimization of complex systems that involve computationally expensive simulation programs. The accuracy of metamodels is directly related to the sampling strategies used. Our goal in this paper is to investigate the general applicability(More)
There are by now a plethora of artificial neural-network textbooks which attempt to cover the subject from A to Z. Most of these texts are rather bland and present superficial overviews of neural-net topics in disjointed and disparate discussions. In recent years, however, a few notable exceptions to this rule have appeared, such as the texts by Hertz et(More)
Metamodeling approach has been widely used due to the high computational cost of using high-fidelity simulations in engineering design. The accuracy of metamodels is directly related to the experimental designs used. Optimal experimental designs have been shown to have good “space filling” and projective properties. However, the high cost in constructing(More)
Our research is motivated by the need for developing a rigorous Decision-Based Design framework and the need for developing an approach to demand modeling that is critical for assessing the profit a product can bring. Even though demand modeling techniques exist in market research, little work exists on product demand modeling that addresses the specific(More)
The importance of sensitivity analysis in engineering design cannot be over-emphasized. In design under uncertainty, sensitivity analysis is performed with respect to the probabilistic characteristics. Global sensitivity analysis (GSA), in particular, is used to study the impact of variations in input variables on the variation of a model output. One of the(More)
Kriging is a popular analysis approach for computer experiments for the purpose of creating a cheapto-compute “meta-model” as a surrogate to a computationally expensive engineering simulation model. The maximum likelihood approach is used to estimate the parameters in the kriging model. However, the likelihood function near the optimum may be flat in some(More)
We propose symmetric Latin hypercubes for designs of computer exepriment. The goal is to ooer a compromise between computing eeort and design opti-mality. The proposed class of designs has some advantages over the regular Latin hypercube design with respect to criteria such as entropy and the minimum intersite distance. An exchange algorithm is proposed for(More)
Large financial institutions such as Bank of America handle hundreds of thousands of wire transactions per day. Although most transactions are legitimate, these institutions have legal and financial obligations in discovering those that are suspicious. With the methods of fraudulent activities ever changing, searching on predefined patterns is often(More)
In this work, we propose an integrated framework for optimization under uncertainty that can bring both the design objective robustness and the probabilistic design constraints into account. The fundamental development of this work is the employment of an inverse reliability strategy that uses percentile performance for assessing both the objective(More)