Response Surface Method

Intelligent System Design Lab.
Response Surface Methodology

Contents
- Conclusion
- Further Study
- Basic Concept, Definition, & History of RSM
- Introduction ; Motivation
Main Part I
(General Concept)
- DOE (Design Of Experiments)
- Experiments (Numerical) & Databases
- Construction of RSM (Response Surface Model)
- Optimization Using RS Model (Meta Model)
- Examples
Main Part II
(Advanced RSM)
Ending
Introduction
- Efficient RS Modeling Using MLSM and Sensitivity
- Design Optimization Using RSM and Sensitivity
1.1 Concept of Response Surface Method
Original System
x1
x2
-1 0 1
1
0
-1
DOE and Experiments
Black Boxed
System
Input
1
x
2
x
Response
y
RS Model

+ + + =
j i ii i ii i i
x x b x b x b b y
2
0
RSM : Response Surface Method
: Response Surface Model
1.2 Definition of Response Surface Method
A simple function, such as linear or quadratic polynomial,
fitted to the data obtained from the experiments is called a
response surface, and the approach is called the response
surface method.
Response surface method is a collection of statistical and
mathematical techniques useful for developing, improving, and
optimizing processes.
Response surface method is a method for constructing global
approximations to system behavior based on results calculated
at various points in the design space.
Box G.E.P. and Draper N.R.,1987
Myers R.H., 1995
Roux W.J.,1998
1.3 History of Response Surface Method
1951 Box and Wilson - CCD
1959 Kiefer - Start of D-optimal Design
1960 Box and Behnken - Box-Behnken deign
1971 Box and Draper - D-optimal Design
1972 Fedorov - exchange algorithm
1974 Mitchell - D-optimal Design
1996 Burgee - design HSCT
1997 Ragon and Haftka - optimization of large wing structure
1998 Koch, Mavris, and Mistree - multi-level approximation
1999 Choi / Mavris Robut, Reliablity-Based Design
Research of DOE
Application in Optimization
App in Optimization & Reduce the Approximation Error
1.4 Introduction - Motivation of RSM
Heavy Computation Problem Approximation
When Sensitivity is NOT Available
Global Behavior
Real / Numerical Experiment
When the Batch Run is Impossible
For Any System Which has Inputs and Responses
Easy to Implement
Part of MDO, Concurrent Engineering
Probabilistic Concept
Noisy Responses or Environments
Approximation Error
Size of the Approx. Domain is Very Dominant
Advantages
Disadvantages
Part I
(Classical RSM)
DOE (Design Of Experiments)
Experiments (Numerical) & Databases
Optimization Using RS Model (Meta Model)
Construction of RSM (Response Surface Model)
2.1 DOE 1 Factorial Design
- 2 / 3 level Factorial Design
- Full / Fractional Factorial Design
(
(
(
(
(
(
(
(
(
(
(
(
+ + +
+ +
+ +
+
+ +
+
+

1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
3 2 1
x x x
1
x
2
x
3
x
1
x
2
x
3
x
2 level Full Factorial Design
Fractional Factorial Design
Classifications
2.1 DOE 2 Central Composite Design(CCD)
1 2 3
1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
1 1 1
0 0
0 0
0 0
0 0
0 0
0 0
0 0 0
0 0 0
0 0 0
x x x
o
o
o
o
o
o
(
(

(
(
(

(
(
(

(
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
(
(
(

D
Factorial Points
Axial Points
Center Points
1
x
2
x
3
x
x1
x2
-1 0 1
1
0
o
3 DV
2 DV
Quadratic RS Model
Effective than Full-Factorial Design
Rotatability
Characteristics
1
x
2
x
3
x
Quadratic RS Model
Effective 3 Level Design
Balanced Incomplete Block Design
Characteristics
1 2 3
1 1 0
1 1 0
1 1 0
1 1 0
1 0 1
1 0 1
1 0 1
1 0 1
0 1 1
0 1 1
0 1 1
0 1 1
x x x (
(

(
(
(
(
(
(

(
(
( =
(
(
(
(
(
(
(
(
(
(
(

D
0 0 0

Treatment

X1

X2

X3

Block1

0

Block2

0

Block3

0

1 1
1 1
1 1
Block1
Block2
Block3
Center Point
2.1 DOE 3 Box-Behnken Design
X y + =
(
(
(
(
=
(
(
(
(
=
(
(
(
(
=
(
(
(
(
=
n k nk n n
k
k
n
x x x
x x x
x x
y
y
y
c
c
c
|
|
|

2
1
1
0
2 1
2 22 21
1 12 11
2
1
, ,
1
1
x 1
, X y
vector of the observations
matrix of the level of the independent variables
vector of the regression coefficients
vector of random errors
y
X
( ) y X X X b ' '
1
= =
1 2
) ( ) (

= X X' b o V
Good fitting
) (b V Minimize
X X' Maximize
The Most Popular DOE
Arbitrary Number of Experiment Points
Possible to Add Points
Specified Functional Form of the Response
Characteristics
Approximation Function
(RSM)
Coefficients of RSM
Variance of Coefficients
2.1 DOE 4 D-Optimal Design
2.1 DOE 5 Latin-Hypercube Design
Arbitrary Number of Experiment Points
No Priori Knowledge of the Functional Form of the Response
Characteristics
1. No. of Levels = No. of Experiments
2. Experiment points in the design space are distributed as regular as possible.
No. of Variables : k
No. of Experiments : n
Initial Information
Main Principles
i,j having points between distance the is L where
L
Min
ij
n
i
n
i j
ij

= + =
= +
1
1 1
2
1
( )( )
k j and n i
B x x
n
x x
ij j j j
i
j
,..., 2 , 1 ,..., 2 , 1
1
1
1
min max min ) (
= =

+ =
1
x
2
x
1
x
2
x
2.2 Experiments (Numerical) & Databases
Black Boxed
System(FE Model)
Input
1
x
2
x
Response
y
*.bdf
*.cdb
*.f06 , *.pch
*.rst
NASTRAN
ANSYS
Rewrite
Input Files
Read
Output Files
2.3 Construction of RSM Least Squares Method
LSM
x
y
Input
Response
- Global Approximation
- 1 RS Function at all pts
- Constant Coefficients
Original Response
RSM Response
Optimum By RSM
True optimum
Approximation
Error
X y + =
(
(
(
(
=
(
(
(
(
=
(
(
(
(
=
(
(
(
(
=
n k nk n n
k
k
n
x x x
x x x
x x
y
y
y
c
c
c
|
|
|

2
1
1
0
2 1
2 22 21
1 12 11
2
1
, ,
1
1
x 1
, X y
y
X
- 1. Approximation Function (RSM)

(
(
(
(
(
(
(
(

1 1
... ...
1 1
0 1
1 1
2 1
x x
( ) ( ) X y ' X y ' L = = =
=
n
i
i
1
2
c
0 Xb 2X' y 2X'
L
b
= + =
c
c
( ) y X X X b ' '
1
= =
- 2. Least Squares Function
- 4. The coefficients of the RS model
- 3. Minimize Least Squares Function
n i x
x x x y
i
k
j
ij j
i ik k i i i
,..., 2 , 1 ,
1
0
2 2 1 1 0
= + + =
+ + + + + =
=
c | |
c | | | |
2 2 1 1 0
x b x b b y + + =
(
(
(
(
(
(
(
(

=
1 1
... ...
1 1
0 1
1 1
1
1
1
1
1
1
2 1
x x
X
(
(
(
(
(
(
(
(

=
1 1 1
... ... ...
1 1 1
0 0 1
1 1 1
1 1
... ...
1 1
0 1
1 1
1
1
1
1
1
1
2
2 2 1
2
1 2 1
x x x x x x
X
2
2 22 2 1 12
2
1 11 2 2 1 1 0
x b x x b x b x b x b b y + + + + + =
2.3 Construction of RSM Least Squares Method()
DOE
2.3 Example Construction Of RSM
Software
JMP, SAS, SPSS
MATLAB Statistics Toolbox
Visual-DOC
In-House Codes
Number of Design Variable = 2
Number of Experiment(FFD) = 9
RS Model = Quadratic Model
(
(
(
(
(
(
(
(
(
(
(
(
+ +
+
+
+

1 1
0 1
1 1
1 0
0 0
1 0
1 1
0 1
1 1
NO real_x1 real_x2 output(1)
1 -5.0 -5.0 -194.2
2 -5.0 2.5 -102.9
3 -5.0 10.0 -128.4
4 2.5 -5.0 -98.8
5 2.5 2.5 -4.9
6 2.5 10.0 -30.3
7 10.0 -5.0 -228.7
8 10.0 2.5 -131.8
9 10.0 10.0 -157.0
1 2
. . 5 , 10 s t x x s s
Original Function
( )
( ) ) 5 )( 2 ( cos 6 2 10 8 33
) 5 )( 2 ( cos 6 ) 5 ( ) 2 ( 2 ) , (
2 1
2
2
2
1 2 1
2 1
2
2
2
1 2 1
+ + + =
+ =
x x x x x x
x x x x x x f
2
2 2 1
2
1 2 1 2 1
06 . 1 03 . 0 2 82 . 9 89 . 7 2 . 30 ) , (
x x x x x x x x f + + + =
RSM Function
2.3 Construction of RSM Test Criteria
( ) ( )
2
, 0 o c c = = Var E
2
~ (0, ) NID c o
yy R E
S SS SS = +
2 2
1
( ) ( )
n
R i
i
SS y y n y
=
= =
b'X'y
2
1
( )
n
E i i
i
SS y y
=
= =
y'y - b'X'y
( )
0
/

/ 1
R R
E E
SS k MS
F
SS n k MS
= =

0 , , 1 k n k
F F
o
>
The model was fitted well.
: The level of significance, generally 0.01 or 0.05
K : Degree of freedom of regression
n-k-1 : Degree of freedom of error or residual
o
x
i
x 0
y
i
y
y y
i

i i
y y
y y
i

y y
i

y
F-Test (ANOVA)
X y + =
The coefficient of determination
2
1
E
yy
SS
R
S
=
2
2
/( ) 1
1 1 (1 )
/( 1)
E
adj
yy
SS n p n
R R
S n n p
| |
= =
|

\ .
t-Test
Adjusted R
2

2
0
jj
j
C
b
t
o
=
0 / 2, 1 n k
t t
o
>
Where C
jj
diagonal term in (XX)
-1
corresponding to b
j

2
=
E
E
SS
MS
n p
o =
x
j
is a dominant term of RS model
1.0
1.0
( ) ( )
2
2
1 1

n n
i i i
i i
PRESS e y y
= =
(
= =

Prediction Test
2
1 prediction
yy
PRESS
R
S
=
2.3 Construction of RSM Test Criteria (Continued)
2.3 Construction of RSM Variable Selection
2
2
2
1 2 1
2 4 2 3 x x x x y + + + + =
2
2 22 2 1 12
2
1 11 2 2 1 1 0
x b x x b x b x b x b b y + + + + + =
All Possible Regression
2
( )
2
E
p
SS p
C n p
o
= +
Stepwise Regression
Original System
RS Model
Concept
- Forward regression
- Backward regression
- Stepwise regression (Backward + Forward )
Minimize
statistic C t F
p
, ,
Unnecessary Term
2.4 Optimization Using RSM - Whole Sequences
Approximation Domain
DOE & Experiments
Construct RSM
Optimization Using RSM
Estimated Opt Response
Final Optimal Solution
Test Criteria
Yes
No
Reliable
RSM ?
Optimization Problem
Variable Selection
Sensitivity
If RSM using Sensitivity
Analysis
Sensitivity
No
Yes
Calc Error
Reliable OPT?
1 Analysis
at opt from RSM
Optimizer
2.5 Example 1 System / Problem Setup
max
max
min
7.15 03
2.51 07
2.5 07
o
o
o
=
= +
= +
Initial variables
2
1 2 3
0.003 A A A m = = =
Min : weight
s.t :
max
2
0.01
4 07
0.00004
i
m
A m
o
o
s
s +
>
Problem Setup
System(FE Model)
3
: 70
2750 / 0.33
mat Al E Gpa
kg m v
=
= =
2.5 Example 1 Optimization Using RSM
Xl <= X <= Xu
0.001 <= X <= 0.0021
DOE & Experiments
DOE ( CCD=15 )
& Analysis
FUNCTION obj_linear obj_quad FUNCTION Constraint1 Constraint2 Constraint3
1 1.06E-05 3.28E-02 1 1.01E-03 3.54E+06 -3.54E+06
x1 3.89E+04 3.89E+04 1/x1 8.37E-06 4.12E+04 -1.73E+04
x2 2.75E+04 2.75E+04 1/x2 1.31E-07 4.58E+02 -4.58E+02
x3 3.89E+04 3.89E+04 1/x3 8.37E-06 1.73E+04 -4.12E+04
x1*x2 - 1.02E-07 1/(x1*x2) 7.84E-11 1.19E+01 1.13E+01
x1*x3 - -1.16E+01 1/(x1*x3) 8.06E-09 2.82E+01 -2.82E+01
x2*x3 - 5.41E-08 1/(x2*x3) 7.87E-11 -1.13E+01 -1.19E+01
x1^2 - -4.99E+00 1/(x1^2) -2.88E-09 -1.42E+01 5.96E+00
x2^2 - -9.00E-01 1/(x2^2) -4.06E-11 -1.42E-01 1.42E-01
x3^2 - -4.99E+00 1/(x3^2) -2.88E-09 -5.96E+00 1.42E+01
RMSE 9.03E-03 1.34E-02 1.61E-04 6.11E+05 6.11E+05
Constructed RSMs
Min : Obj_func
s.t. constraint 1
constraint 2
constraint 3
Optimization
x1 x2 x3
Optimizer 1.9960E-03 5.0000E-04 2.0337E-03
RSM(2) 1.6071E-03 7.6966E-04 1.6074E-03
error(%) -1.9486E+01 5.3932E+01 -2.0961E+01
RSM(3) 2.0452E-03 5.0000E-04 2.0453E-03
error(%) 2.4654E+00 0.0000E+00 5.6799E-01
Optimization Results
2.5 Example 2 - Induction Motor FE Model Update
Model : WM0F3A-S I nduction motor
Upper Housing
Rotor
Stator
Lower Housing
Real System
FE Model (NASTRAN)
LMS CADA-X
Reliable FE Model ??
(close to Real Model )
2.5 Example 2 - Modal Analysis(1/2)
Rotor
1
2
experi Initial error(%)
f1 973 985 1.23
f2 3305 3711 12.28
Lower Housing
1 2
f1 567 548 -3.35
f2 716 741 3.49
f3 790 773 -2.15
f4 904 834 -7.74
f5 1339 1503 12.25
f6 1446 1495 3.39
Upper Housing
f1 628 675.535 7.57
f2 863 863.9993 0.12
f3 919 906.6369 -1.35
f4 1636 1520.64 -7.05
2 1
Stator
2 1
f1 1440 1462 1.53
f2 1642 1474 -10.23
2.5 Example 2 - Model Update Using RSM : Rotor
DOE and Analyses
D-optimal Design
22 times of analyses
Optimization
Optimizer : DOT
2
* *100
RSM Experiment
i i
i
Experiment
i
fr fr
Minimize w
fr
| |
|
\ .
Using RSM
Design Variables
DV Physical Property XL XU
x1 E of shaft 1.70E+11 2.30E+11
x2 E of mass around the shaft 1.00E+10 8.00E+10
x3 density of shaft 5.50E+03 1.02E+04
x4 density of mass 3.50E+03 9.00E+03
Accumulated
Material
Construct RS Model
For Each Frequencies
Frequency 1 = F1(x)
Frequency 2 = F2(x)
4 D.V.
2.5 Example 2 - Model Update Using RSM: Other Parts
5 Design Variables
D-optimal Design
Lower Housing
DV Physical Property XL XU X_Opt
x1 thickness of Shell 1.00E-03 1.40E-03 1.15E-03
x2 E1(body) of Body 8.00E+10 1.20E+11 9.12E+10
x3 density1 of body 2.40E+03 3.60E+03 2.40E+03
x4 E2(solid) of bearing 1.60E+11 2.40E+11 2.28E+11
x5 density2 of bearing 6.29E+03 9.43E+03 8.75E+03
2 Design Variables
CCD Design
9 times of analyses
Stator
DV Physical Property XL XU X_Opt
x1 (E) of Stator 1.80E+10 2.20E+10 2.19E+10
x2 (density) of Stator 7700 8020 7.81E+03
Accumulated
Material
4 Design Variables
D-optimal Design
Upper Housing
Physical xL XU X Opt
x1 height of stiffener 1.00E-03 1.40E-03 1.29E-03
x2 thickness of shell 1.00E-03 1.40E-03 1.37E-03
x3 E of body 5.00E+10 7.00E+10 5.00E+10
x4 density of body 2.40E+03 3.60E+03 2.98E+03
2.5 Example 2 - Model Assemble & Analysis
4 3
1 2
Mode Shape
f1 451 474.41 5.19
f2 502 492.22 -1.95
f3 613 609.48 -0.57
f4 624 613.79 -1.64
f5 763 789.07 3.42
f6 1102 1031.06 -6.44
f7 1110 1063.21 -4.22
f8 1538 1378.92 -10.34
Natural Frequencies
These good Results
are from the good part
models
Sensitivities of all design variables
w.r.t. the each frequencies
5 Design Variables
are selected
DV Property Part
x1 Elasticity shaft
x2 Density shaft
x3 Density mass around shaft
x4 Elasticity lower body
x5 Elasticity upper body
2.5 Example 2 - Model Update : Whole Motor
Final Results Using Hybrid Method
Experi Ini ti al error(%) Predi cted predic err Real error(%) Fi nal error(%)
f1 451 474.41 5.19 469.1766 -0.61 472.07 4.67 471.023 4.44
f2 502 492.21 -1.95 495.8851 -0.45 498.14 -0.77 After 497.065 -0.98
f3 613 601.41 -1.89 604.1076 0.53 600.95 -1.97 Gradient 600.424 -2.05
f4 624 610.58 -2.15 633.6846 -0.10 634.35 1.66 Based 633.773 1.57
f5 763 771.11 1.06 748.3552 3.06 726.16 -4.83 Method 751.891 -1.46
f6 1102 1031.06 -6.44 1087.693 -0.27 1090.66 -1.03 1086.141 -1.44
f7 1110 1063.21 -4.22 1091.187 -1.08 1103.06 -0.62 1092.040 -1.62
f8 1538 1378.92 -10.34 1534.986 -0.22 1538.40 0.03 1538.529 0.03
Objective 206.267 53.787 34.149
Optimization
-Gradient-based Optimization
-Hybrid(RSM+GRAD) Optimization
2
* *100
Numerical Experiment
i i
i
Experiment
i
fr fr
Minimize w
fr
| |
|
\ .
Reliability of
RS_Model
Reliability of
FE_Model
Example by k.k.choi, U. of Iowa, Moving Least Square Method for Reliability-Based
Design Optimization, WCSMO4, 2001
2.5 Example 3 - AUTOMOTIVE SIDE IMPACT
References
Nguyen, N. K., and Miller, F. L.
A Review of Some Exchange Algorithms for Constructing discrete D-optimal Designs,
Computational Statistics & Data Analysis, 14, 1992, pp.489-49
Myers, R. H., and Montgomery, D. C.
Response Surface Methodology
: Process and Product Optimization Using Designed Experiments.
John Wiley & Sons. Inc., New York, 1995
, , , 1998
, , , 1996
,
Efficient Response Surface Modeling and Design Optimization Using Sensitivity,
, , 2001
Part II
(Advanced RSM)
3.1 Introduction-Motivation
Efficient Construction of RSM using
Sensitivity
Optimization using RSM and
Sensitivity-based Method
Reduce the Computation Time
Effect of Function & Sensitivity
Reduce Approximation Errors
Local & Global Approximation (MLSM)
RSM Optimization
Global Behavior / Large Approximation Error
Sensitivity-based Optimization
Accurate & Fast Convergence / local Behavior
Function Test
Induction Motor FE Model Update
Restriction
-Available Cheap Sensitivity
LSM
x
y
Input
Response
- Global Approximation
- 1 RS Function at all pts
- Constant Coefficients
3.2 Moving Least Squares Method
x
y
Input
Response
Calculation Point Calculation Point
MLSM
- Local Approximation
- 1 RS Function at 1 pt
- Various Coefficients
3.2 Numerical Derivation (1/2) Moving Least Squares Method
y
y = X +
( ) ( )
2
1
n
y i i
i
L wc
=
=
(x) = 'W(x) = y - X 'W(x) y - X

2 3 4
1 6 8 3 , 1
( ) ( )
0 , 1
I I I I
I
I
d d d d
for
R R R R
w w d
d
for
R
| | | | | |
+ s
| | |
\ . \ . \ .
= =

>
x- x
1
2
( ) 0 ... 0
0 ( ) ... 0
: : ... :
0 0 ... ( )
n
w
w
w
(
(
(
=
(
(
(

x- x
x- x
W(x)
x- x
0
y
L c
=
c
b
(x)
-2X'W(x)y +2X'W(x)Xb =
( )
1
' '
= b(x) X W(x)X X W(x)y

- Response Function
- Least Squares Function
- The coefficients of the RS model
Function of location x
(
(
(
(
=
(
(
(
(
=
(
(
(
(
=
(
(
(
(
=
n k nk n n
k
k
n
x x x
x x x
x x
y
y
y
c
c
c
|
|
|

2
1
1
0
2 1
2 22 21
1 12 11
2
1
, ,
1
1
x 1
, X y
y
X

3.2 Numerical Derivation (2/2) MLSM with Sensitivity
d
xj xj g xj
y = T +
1
2
1
0
2
1
0 0 1
0 0 1
, , ,
0 0 1
d
x
j
d
x
j
d
nx
j
g
xj
g
xj d
xj xj g xj
k
gn
xj
y
y
y
c
|
c
|
|
c
(
(
( ( (
(
( ( (
(
( ( (
= = = =
(
( ( (
(
( ( (
(
(

(
(

y T
the vector of gradient of the response with respect to x
j
,
the transformation matrix which represents gradient vector
vector of gradient errors.
d
xj
y
xj
T
g xj
1 1 2 2
' ' ... '
NDV NDV
g g x g g x g x g g x g x g g x
L = + + + (x) W (x) W (x) W (x)
1
(1 ) ( )
(1 ) ( )
new g y g g
NDV
g y y g g xj g g xj
j
L sw L sw L
sw sw
=
= +
= +

(x) (x) (x)
'W(x) 'W (x)
(1 ) ( ) 0
y g
new
g g
L L
L
sw sw
c c
c
= + =
c c c
b b b

1 1
(1 ) ' (1 ) '
NDV NDV
d
g g xj g xj g g xj g xj
j j
sw sw sw sw
= =
| |
+ = +
|
\ .

X'W(x)X T W (x)T b X'W(x)y T W (x)y
1
b(x) = A(x) c(x)
- New Least Squares Function
- The coefficients of the RS model
- Gradient Function
:
g
sw (scale)weight facotor for gradient error
2 2 2
1 2 1
( ) 100( ) (1 ) f x x x = + x
Rosenbrock Function
3.2 Numerical Examples (Graphical Analysis)
Original Function Classical LSM Moving LSM MLSM with Sensitivity
Basis Model : Quadratic
Weight Function of Resp : 4
th
order polynomials
Weight Function of Grad : 4
th
order polynomials
Function Characteristics
- Banana Function
- V-shaped Valley
RSM
16 Points Experiment
100 Points Test
3.2 Numerical Examples (Error Analysis)
Data Classical LSM Moving LSM MLSM with Sensitivity
SSE/n of Resp at 16 Experi pts 2.81E+05 7.35E+02 3.47E+03
SSE/n of Grad at 16 Experi pts 1.84E+06 1.93E+06 3.81E+05
SSE/nt of Resp at 100 Test pts 1.91E+05 3.42E+04 2.41E+04
1
Global Error
SSE/n = Sum of Squared Errors / No of Sampling Pts
SSE/nt = Sum of Squared Errors / No of Test Pts
Grad Error
Resp Error
Error Table
2 3
Compare &
- Response Error
- Gradient Error
- Global Error
1 2
Compare &
- Response Error
- Gradient Error
- Global Error
2 3
3.2 Numerical Examples (Graphical Analysis)
2D six-hump camel back function
2 4 2 2 2
1 1 1 1 2 2 2
( ) (4 2.1 / 3) ( 4 4 ) f x x x x x x x = + + + + x
1 2
2 2 1 1 x and x s s s s
4 local optimums and
2 global optimums
within the bounded region
Basis Model : Quadratic
Weight Function of Resp : 4
th
order polynomials
Weight Function of Grad : Exponential
Original Function Classical LSM/Moving LSM MLSM with Sensitivity
RSM
16 Points Experiment
100 Points Test
3.2 Numerical Examples (Error Analysis)
Data Classical LSM Moving LSM MLSM with Sensitivity
SSE/n of Resp at 16 Experi pts 4.23E-16 4.23E-16 3.02E-04
SSE/n of Grad at 16 Experi pts 5.80E+01 5.80E+01 2.26E-01
SSE/nt of Resp at 100 Test pts 5.79E-01 5.79E-01 1.85E-01
Error Table
Global Error
Grad Error
Resp Error
Compare &
Sampled 16 points
Satisfy a Quadratic Func
1 2
Compare &
- Response Error
- Gradient Error
- Global Error
2 3
1 2 3
SSE/n = Sum of Squared Errors / No of Sampling Pts
SSE/nt = Sum of Squared Errors / No of Test Pts
3.2 Numerical Examples (Efficiency Test)
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
10 20 30 40 50
NO of Analysis
S
S
E
/
n
t

o
f

R
e
s
p
o
n
s
e
Number of
SSE/nt of Resp at
Analysis 100 Test Pts
16 0.579
25 0.300
36 0.235
49 0.156
MLSM only
MLSM with Sensitivity Narrowed Domain
1
2
1.5 1.5
1 1
x
x
s s
s s
Original Func RSM Func
9 pts Sampling
MLSM with Sensitivity
3.3 Concept of Hybrid Optimization
of RSM & gradient-based optimization
Original Response
RSM Response
Optimum
By RSM
True Optimum by
Gradient-based
optimization
Hybrid Optimization (Function Plot)
Hybrid Optimization (Contour Plot)
Using Response Surface Method
(Adv) Global Behavior
(Dis) Large Approximation Error
Using Gradient-Based Method
(Adv) Accurate & Fast Convergence
(Dis) local Behavior
Use the approximated Function
instead of the original system
Search the direction s.t. improve the objective
Use the original system

+ + + =
j i ii i ii i i
x x b x b x b b y
2
0
3.3 Sequences of the optimization
Approximation Domain
DOE & Experiments
Construct RSM
Optimization Using RSM
Estimated Opt Response
Gradient Based Optimization
Final Optimal Solution
Test Criteria
Yes
No
Reliable
RSM ?
Variable Selection
Sensitivity
If RSM using Sensitivity
Analysis
Sensitivity
No
Yes
Shift Criteria
Reliable OPT?
1 Analysis
at opt from RSM
Sensitivity
Analysis
Optimizer
Response Response
Response
ith ith
RSM true
ith
true
Max PV
| |
s
|
\ .
3.3 Numerical Example
2 2
1 2 1 2 1 2
Maximize f(x ,x ) =-2(x -2) -(x -5) +6cos((x -2)*(x -5))
1 2
. . 5 , 10 s t x x s s
1. Gradient Based Optimization
Optimizer : DOT
Method : SLP/BFGS
x_initial opt x1 opt x2 Obj Fn Call Grad Call grad1 grad2
-2 4.02 2.14 -11.09 34 8 0.018 -0.012
0 -0.92 0.86 -28.86 31 6 -0.025 0.046
3 2.00 5.00 6.00 25 6 -0.005 0.006
5 2.00 5.00 6.00 13 3 0.000 0.000
6 2.00 5.00 6.00 22 5 -0.004 -0.007
2. Optimization Using Sequential RSM
x1 x2 obj error_x1 error_x2 err_obj
true opt 2 5 6 (%) (%) (%)
RSM1 2.0027 4.6500 0.5835 0.134 -7.001 -90.276
RSM2 1.9985 5.1000 8.0158 -0.075 2.000 33.597
RSM3 1.9984 5.0031 6.8440 -0.080 0.062 14.067
3. Optimization Using RSM & Sensitivity (Hybrid)
Xl Xu opt x1 opt x2 obj Fn Call Grad Call
-5 10 2.00267 4.64995 0.58345 9 0
x1_initial x2_initial opt x1 opt x2 obj Fn Call Grad Call
2.00267 4.64995 2.00004 4.99991 6 14 3
4. Comparison of Results
Method Grad-Based RSM Hybrid
Evaluations (13/3),(22/5) 27 (23/3)
error_x1(%) ? -0.080 0
error_x2(%) ? 0.062 0
err_obj(%) ? 14.067 0
Local
Optimum
Too many
Computations
Best
Performance
3.4 Conclusion
Efficient Construction of RSM using Sensitivity
Local & Global Approximation (MLSM)
Reduce the Approximation Errors
Effect of Function & Sensitivity
Reduce the Calculation Time
Optimization using RSM and Sensitivity-based Method
RSM Optimization
Global Behavior
Sensitivity-based Optimization
Accurate & Fast Convergence
Function Tests
Accuracy & Efficiency
Function Test &
Induction Motor FE Model Update
3.4 Further Study
Apply to Real Optimization Problems Using these Methods

Reliability-Based Design Optimization Using This RSM

Proper Selection of The Weight Factor of Gradient Error (SWg)

Use of Design Of Experiments

3.5 Other Approximation Methods
Kriging Model
Neural Network

Response Surface Method

Caricato da

Informazioni sul documento

Titolo originale

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

Response Surface Method

Caricato da

Copyright:

Formati disponibili

Intelligent System Design Lab.

Response Surface Methodology

- 1. Approximation Function (RSM)

(x) = 'W(x) = y - X 'W(x) y - X

= b(x) X W(x)X X W(x)y

Intelligent System Design Lab.

Potrebbero piacerti anche