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OTE/SPH
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                               Review of Existing Techniques                  311
      returns a near-global one for degenerate problems within a radial region of exper-
      imentation. A comprehensive discussion and comparison of various algorithms are
      also given in the papers cited.
      20.2.2  Comparison of proposed scheme with existing techniques
      The proposed method provides a general framework that unifies some of the existing
      techniques. This can be seen as follows.
                                4
        Consider LT’s formulation in which the MSE is minimized:
                            2   2
        min   MSE = ( ˆy μ − T) + ˆy .                                     (20.2)
                                σ
         X
                                                  *
      From equation (20.1), if we set ω μ = ω σ = 1 and T σ = 0, we have
              2
        min δ + δ  2
              μ    σ
                              *
        subject to ˆy μ (x) − δ μ = T μ ,  ˆ y σ (x) − δ σ = 0.            (20.3)
                                *
      It follows that δ μ = ˆy μ (x) − T μ and δ σ = y σ (x). Thus equation (20.3) is equivalent to
      (20.2), since
                             2

         2   2             *        2
        δ + δ = ˆy μ (x) − T μ  + y σ (x) .
         μ
             σ
      Next, consider VM and DM’s target-is-best formulation, 2,3  which can be formulated
      as
        min          ˆ y σ
                          *
        subject to  ˆ y μ = T μ .                                          (20.4)
                                              *
      From (20.1), if we set ω μ = 0, ω σ = 1, and T σ = 0, then δ μ has no bearing on (20.1)
      and δ σ = ˆy σ (x). It follows that (20.1) is equivalent to
                   2
        min       ˆ y + constant
                  σ
                            *
        subject to  ˆ y μ (x) = T μ ,
      which is the same as (20.4).
                                                           *
        It is clear that by using suitable settings for ω μ ,ω σ , and T , other existing formu-
                                                           i
      lations can be replicated. These are summarized in Table 20.1, where T max  and T min
                                                                    μ        μ
      are respectively the maximum and minimum possible values for the mean response
                               max   2                       min   2
      so that we have min ˆy μ − T  ≡ max ( ˆy μ ) and min ˆy μ − T  ≡ min ( ˆy μ ). In all
                               μ                            μ
                                                       T
                                                           2
      the above schemes, the solution space is restricted to xx ≤ r or x l ≤ x ≤ x u .
                                                            5
        Although an equivalent formulation for the CN approach cannot be readily ob-
      tained from the proposed scheme, we shall show in the numerical example that iden-
      tical result can be obtained by tuning the weights. It is worth noting that our scheme
      not only provides the slackness for the mean target as in LT and CN, but also includes
      the slackness from the variance response target, which others do not consider. We
      discuss later how the trade-off between meeting the mean and variance targets can
      be expressed explicitly by tuning the weights. Such flexibility, which is not available
      in previous approaches, enhances the practical appeal of the current formulation.
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