Title
Estimating the parameters of a fatigue model using Benders' decomposition.
Abstract
This paper shows how Benders decomposition can be used for estimating the parameters of a fatigue model. The objective function of such model depends on five parameters of different nature. This makes the parameter estimation problem of the fatigue model suitable for the Benders decomposition, which allows us to use well-behaved and robust parameter estimation methods for the different subproblems. To build the Benders cuts, explicit formulas for the sensitivities (partial derivatives) are obtained. This permits building the classical iterative method, in which upper and lower bounds of the optimal value of the objective function are obtained until convergence. Two alternative objective functions to be optimized are the likelihood and the sum of squares error functions, which relate to the maximum likelihood and the minimum error principles, respectively. The method is illustrated by its application to a real-world problem.
Year
DOI
Venue
2013
10.1007/s10479-011-0891-6
Annals OR
Keywords
Field
DocType
Linear optimization,Least-squares,Maximum likelihood,Sensitivity analysis,Benders’ decomposition,Fatigue
Convergence (routing),Least squares,Mathematical optimization,Upper and lower bounds,Iterative method,Partial derivative,Linear programming,Estimation theory,Explained sum of squares,Mathematics
Journal
Volume
Issue
ISSN
210
1
0254-5330
Citations 
PageRank 
References 
0
0.34
15
Authors
5
Name
Order
Citations
PageRank
Enrique Castillo155559.86
Roberto Mínguez2439.56
Antonio Conejo318924.33
Beatriz Pérez-Sánchez49514.03
Oscar Fontenla-Romero533739.49