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DOE: Optimization
Response Surface Methods
Contents
Optimisation steps
Box method
Steepest ascent method
Practical example
Response surface designs
Multiple responses
EVOP
Software
Literature
Optimisation steps
optimum
improvement
current settings
Regression models used in optimisation
Statistical techniques for optimisation assume the following (often
reasonably satisfied in practice):
Far away from the optimum a first order model often suffices.
for example:
Y = 0 + 1x1 + 2x2 +
Near the optimum often a quadratic (second order) model
suffices. For example:
Y = 0 + 1x1 + 2x2 + 12x1x2 + 11x12 + 22x22 +
Lack-of-fit techniques must be applied in order to check whether
these models are appropriate, since we cannot directly see
whether we are near the optimum (cf. next slides).
Models
Far away from
optimum:
first order model
Models
Near optimum:
fitting a first
order model
shows lack-offit
(curvature)
Models
Near optimum:
second order
model
Improvement
Box method
direction of
largest increase
40.6
41.9
41.2
41.8
41.3
direction of
largest increase
40.0
39.3
41.5
40.9
10
perpendicular
to contour line
direction of
steepest ascent
contour lines of
first-order model
region where
1eorder-model
has been determined
11
Optimization scheme
start
end
screening
accept
stationary point
yes
no
full factorial
+ centre points
1st order
model OK?
no
RSM design
(CCD, ...)
fit 2
nd
order model
stationary
point
optimum?
yes
stationary
point
nearby?
yes
no
single observation
in direction
steepest ascent
go to
stationary point
yes
no
better
observation?
12
Practical example
13
Steepest ascent
14
Steepest ascent path
outcome analysis of measurement:
yield = 24.94 + 0.155*time + 0.065*temp
with coding:
x1= (time-35)/5
x2 = (temp-155)/5
0.775
0.325
direction path: normal vector
5 0.325
0.42 coded step size temp (= 2.1C
5 0.775
department of mathematics and computer science
15
16
17
Quadratic models
18
19
factorial points
centre points
axial points
A CCD is often executed by adding
points to an already performed
2p-design (highly efficient, but beware
of blocking!).
20
Rotatability
21
Box-Behnken designs
22
Stationary point
i 1
i 1
Y 0 i xi ii xi2 i j ij xi x j
How do find the optimum after we correctly
estimated the parameters using a response
surface design (CCD or Box-Behnken)?
The next slides show the tools to derive optimal
settings and the pitfalls that have to be avoided.
23
24
x y
2
maximum (favourable)
x y
2
25
Y 0 i xi x i j ij xi x j
i 1
i 1
2
ii i
T
T
Y
x
b
x
Bx
matrix notation:
0
/
2
/
2
11
12
13
as symmetric matrix,
see example:
23 / 2
12 / 2 22
13 / 2 23 / 2
33
26
Y
1 1
b 2 Bx 0 x0 B b
x
2
characterisation through eigenvalues of matrix B:
Bx x
27
28
29
0.1250
-1.0013
30
31
32
34
35
36
time 85
temp 175
x1
, x2
5
5
time 5 x1 85, temp 5 x2 175
37
38
Optimization scheme
start
end
screening
accept
stationary point
yes
no
full factorial
+ centre points
1st order
model OK?
no
RSM design
(CCD, ...)
fit 2
nd
order model
stationary
point
optimum?
yes
stationary
point
nearby?
yes
no
single observation
in direction
steepest ascent
go to
stationary point
yes
no
better
observation?
39
Multiple responses
te m p e r a tu u r
178
176
174
172
170
80
82
84
86
88
90
tijd
40
41
Software
StatLab optimisation:
http://www.win.tue.nl/statlab
Interactive software for teaching DOE through cases
Box: http://www.win.tue.nl/~marko/box/box.html
Game-like demonstration of Box method
Matlab virtual reactor: Statistics toolbox -> Demos ->
Empirical Modeling -> RSM demo
Statgraphics:
menu choice Special -> Experimental Design
design experiment with pre-defined catalogue
analysis of experiments with ANOVA
42
Literature
43