Estimating the parameters of a fatigue model using Benders’ decomposition

Enrique Castillo (), Roberto Mínguez, Antonio Conejo, Beatriz Pérez and Oscar Fontenla

Annals of Operations Research, 2013, vol. 210, issue 1, 309-331

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. Copyright Springer Science+Business Media, LLC 2013

Keywords: Linear optimization; Least-squares; Maximum likelihood; Sensitivity analysis; Benders’ decomposition; Fatigue (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10479-011-0891-6

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