RSM Doe

department of mathematics and computer science
1
6BV04
DOE: Optimization
Response Surface Methods
2
Contents
Optimisation steps
Bo method
Steepest ascent method
!ractica" eamp"e
Response surface desi#ns
Mu"tip"e responses
EVO!
Soft$are
%iterature
3
Optimisation steps
Optimisation is achie&ed '( #oin# throu#h the
fo""o$in# phases:
screening )determine $hich factors rea""( in*uence

the outcome+ too": screenin# desi#ns "i,e fractiona"
factoria"-
improvement )approach optimum '( repeated

chan#e of factor settin#s+ too"s: Bo.simp"e or
steepest ascent approach-
determination of optimum )/nd optima" settin#s of

factor settin#s+ too": response surface desi#ns "i,e
CCD or Bo0Behn,en 1 ana"(sis of response surface
usin# ei#en&a"ues-
4
current settings
improvement
optimum
5
Re#ression mode"s used in optimisation
Statistica" techni2ues for optimisation assume the fo""o$in# )often
reasona'"( satis/ed in practice-:
34ar a$a(5 from the optimum a /rst order mode" often su6ces7
for eamp"e:
Y 8 9
0
1 9
:
x
:
1 9
;
x
;
1
3<ear5 the optimum often a 2uadratic )second order- mode"
su6ces7 4or eamp"e:
Y 8 9
0
1 9
:
x
:
1 9
;
x
;
1 9
:;
x
:
x
;
1

9
::
x
:
;
1 9
;;
x
;
;
1
%ac,0of0/t techni2ues must 'e app"ied in order to chec, $hether
these mode"s are appropriate= since $e cannot direct"( see
$hether $e are near the optimum )cf7 net s"ides-7
6
Mode"s
Far away from
optimum:
first order model
7
Mode"s
Near optimum:
fitting a first
order model
shows lac!of!
fit
"curvature#
$
Mode"s
Near optimum:
second order
model
%
>mpro&ement
>n order to e6cient"( mo&e from current factor settin#s to
factor settin# that (ie"d near0optima" &a"ues= ; methods are
a&ai"a'"e:
Bo.Simp"e method
? idea: form ne$ fu"" factoria"s in direction of "ar#est increase
in current fu"" factoria"
? simp"e+ no statistics needed for imp"ementation
? not e6cient
Steepest ascent.descent method
? idea: use :
st
order re#ression mode" from fractiona" factoria"
to o'tain direction of "ar#est increase )3steepest ascent5-
? perform sin#"e runs in direction of "ar#est increase unti"
increase stops
? ad&anced
? recommended since it is more e6cient
1&
Bo method
4&'6 41'%
41'$
41'2
41'3
3%'3 4&'%
41'5 4&'&
direction of
largest increase
direction of
largest increase
stop if one has
to return to
previous
settings
11
Steepest ascent method
direction of
steepest ascent
contour lines of
first!order model
perpendicular
to contour line
region where
1
e
order!model
has (een determined
12
start
screenin#
RSM desi#n
)CCD= 777-
sin#"e o'ser&ation
in direction
steepest ascent
fu"" factoria"
1 centre points
:
st
order
mode" O@A
'etter
o'ser&ationA
stationar(
point
optimumA
stationar(
point
near'(A
#o to
stationar( point
(es
no
(es
no
(es
no
no
accept
stationar( point
end
/t ;
nd
order mode"
(es
Optimization scheme
13
!ractica" eamp"e
goal: maimise (ie"d of chemica" reactor
signifcant factors obtained after screening
experiment:
reaction time
reaction temperature
current factor setting: time 8 BC min7 temp 8 :CC DC
current yield: 40 E
14
Steepest ascent
;
;
0desi#n $ith C centre points:
time: B0 0 40 min+ temp: :C0 0 :60 DC
resu"ts: mont#omer(:40:7sf
there is no si#ni/cant interaction
there is no si#ni/cant "ac,0of0/t
the re#ression mode" is si#ni/cant

Fence= $e are not near the optimum'
15
Steepest ascent path
outcome ana"(sis of measurement:
(ie"d 8 ;47G4 1 07:CCHtime 1 0706CHtemp
$ith coding:
x
:
8 )time0BC-.C x
;
8 )temp0:CC-.C
(ie"d 8 40744 1 07IICHx
:
1 07B;CHx
;
&'775
&'325

direction path: norma" &ector
step size: C min reaction time )choice of chemica" en#ineerJ-
5 &'325
&'42
5 &'775
= coded step size temp )8 ;7:)*#
16
Steepest ascent path eperiments
Further e+periments with factor settings of e+periment nr' 1&'
17
<ear the optimum
Settin#s eperiment :0:
time 8 KC min
temperature 8 :IC DC
L ;
;
desi#n $ith C centre points is eecuted7
resu"ts: mont#omer(:4047sf

%ac,0of0/t indicates cur&ature7 Fence= $e no$ are
pro'a'"( near the optimum7
1$
Muadratic mode"s
>n order to /t a 2uadratic mode" )suita'"e $hen $e
are near the optimum-= $e must &ar( the factors at
3 "e&e"s7
L ;
p
0desi#n $ith centre points does not su6ce=
'ecause then all quadratic factors are confounded7
L B
p
0desi#n is possi'"e= 'ut not to 'e recommended:
num'er of runs #ro$s fast
uses more runs than necessar( to /t 2uadratic

mode"7
1%
Response surface desi#ns
Nhe fo""o$in# desi#ns are $ide"( used for /ttin# a
2uadratic mode":
Centra" Composite Desi#n )uniform precision of eOect

estimates-
Bo0Behn,en Desi#n )a"most uniform precision of eOect

estimates= 'ut usua""( fe$er runs re2uired than for CCD-
Nhe choice 'et$een these mode"s is usua""(
decided '( the a&ai"a'i"it( of these desi#ns for a
#i&en num'er of runs and num'er of factors7
<ote that there are other suita'"e desi#ns )usua""(
a&ai"a'"e in statistica" soft$are that supports DOE-7
2&
Centra" Composite Desi#n
L CCD consists of B parts:
,
factoria" points
aia" points
,
centre points
L CCD is often eecuted '( addin#
points to an a"read( performed
;
p
0desi#n )hi#h"( e6cient= 'ut 'e$are
of '"oc,in#J-7
21
Rotata'i"it(
>n a CCD there are ; possi'"e choices:
number of centre points
location axial points
B( choosin# the aia" points at the "ocations )=0=P=0- etc7
$ith 8 )Q factoria" points-
R
= the desi#n 'ecomes
rotatable= i7e7 the precision )&ariance- of the mode"
depends on the distance to the ori#in on"(7 >n other $ords=
one has the same precision for a"" factor estimates7
22
Bo0Behn,en desi#ns
Nhese are desi#ns that
consists of
com'inations from ;
p
0desi#ns7
!roperties:
efcient )fe$ runs-
(almost) rotatable
no corner points of
hypercube
)these are etreme
conditions
$hich are often hard to set-
23
Stationar( point
<ear the optimum usua""( a 2uadratic mode"
su6ces:
+ + + + =

<
= =
j i
j i
ij i
k
i
ii i
k
i
i
x x x x Y
2
1 1
&
Fo$ do /nd the optimum after $e correct"(
estimated the parameters usin# a response
surface desi#n )CCD or Bo0Behn,en-A
Nhe net s"ides sho$ the too"s to deri&e optima"
settin#s and the pitfa""s that ha&e to 'e a&oided7
24
Recap: optimisation in dimension:
necessar( condition for etremum: :
st
deri&ati&e 8 0
not su6cient:
3point of in*ection5
etra su6cient condition: ;
nd
deri&ati&e 0
25
Sero /rst deri&ati&es: sadd"epoint &s7
maimum
saddle point "unfavoura(le# ma+imum "favoura(le#
( )
2 2
x y +
2 2
x y
26
Determination of t(pe of optimum
Traphica""(: ma,e contourp"ot )if ;
factors-
Lna"(tica""(:
j i
j i
ij i
k
i
ii i
k
i
i
x x x x Y

<
=

+ + + =
2
1 1
&
matri notation: x B x b x Y
T T
+ + =

&
<ote: B must 'e chosen

as s(mmetric matri=
see eamp"e:
11 12 13
12 22 23
13 23 33
- 2 - 2
- 2 - 2
- 2 - 2

27
Stationarit( and matri ana"(sis
stationar( point )zero /rst0order deri&ati&es-:
b B x Bx b
x
Y
1
&
2
1
& 2

= = + =
characterisation throu#h ei#en&a"ues of matri B:

x Bx =
a"" ei#en&a"ues positi&e: min
a"" ei#en&a"ues ne#ati&e: ma
ei#en&a"ues diOerent si#ns: sadd"e point

)the Us are sometimes ca""ed 3parameters of canonica" form5-
2$
>n StatTraphics:
au#ment desi#n
add star points
!"ease note that additiona" centre points are added

and a '"oc, &aria'"e7
Ve can remo&e the centre points from the data set

and i#nore the '"oc, &aria'"e in the ana"(sis7
StatTraphics resu"ts: mont#omer(:4067sf
2%
Wse Mat"a' to a&oid manua" computations:
create matri B and &ector '
compute ei#en&a"ues and "ocation of stationar( point

>> B = [-2.75247 0.5/2 ; 0.5/2 -2.00253] / 2
Analysis Summary
----------------
File name: D:!yD"#s2DS0$#"lle%es&ee'sm"n'%"mery$4-(.s)*
+"mmen': !"n'%"mery 'a,le $4-4
-s'ima'e. e))e#'s )"r "/,ren%s'
----------------------------------------------------------------------
a0era%e = 71.14 2/- 0.$$31(
A:'i4. = $.13114 2/- 0.$33012
B:'em/era'uur = $.03033 2/- 0.$33013
AA = -2.75247 2/- 0.20$705
AB = 0.5 2/- 0.2((003
BB = -2.00253 2/- 0.20$7$
----------------------------------------------------------------------
S'an.ar. err"rs are ,ase. "n '"'al err"r 5i'& 7 ..).
3&
>n Mat"a':

>> B = [-2.75247 0.5/2 ; 0.5/2 -2.00253] / 2
B =
-$.37(2 0.$250
0.$250 -$.00$3
31
>n Mat"a':

>> ei%6B7
32
>n Mat"a':

>> ei%6B7
ans =
-$.4$4$
-0.1(34
'oth ne#ati&e X maimum
33
>n Mat"a':

>> , = [$.13114 ; $.03033] /2
Analysis Summary
----------------
File name: D:!yD"#s2DS0$#"lle%es&ee'sm"n'%"mery$4-(.s)*
+"mmen': !"n'%"mery 'a,le $4-4
-s'ima'e. e))e#'s )"r "/,ren%s'
----------------------------------------------------------------------
a0era%e = 71.14 2/- 0.$$31(
A:'i4. = $.13114 2/- 0.$33012
B:'em/era'uur = $.03033 2/- 0.$33013
AA = -2.75247 2/- 0.20$705
AB = 0.5 2/- 0.2((003
BB = -2.00253 2/- 0.20$7$
----------------------------------------------------------------------
S'an.ar. err"rs are ,ase. "n '"'al err"r 5i'& 7 ..).
34
>n Mat"a':

>> , = [$.13114 ; $.03033] /2
, =
0.1150
0.5$52
35
>n Mat"a':

>> s/#".e. = -0.5 8 in06B7 8 ,
36
>n Mat"a':

>> s/#".e. = -0.5 8 in06B7 8 ,
s/#".e. =
0.3313
0.3051
Y :74:4 )distance star point-
X inside eperimenta" re#ion
37
>n Mat"a':

>> s/"ri%inal = s/#".e. .8 [5 ; 5] 2 [35 ; $75]
1 2
1 2
$5 175
.
5 5
5 $5. 5 175
time temp
x x
time x temp x

= =
= + = +
3$
>n Mat"a':

>> s/"ri%inal = s/#".e. .8 [5 ; 5] 2 [35 ; $75]
s/"ri%inal =
3(.14(3
$7(.5213
3%
start
screenin#
RSM desi#n
)CCD= 777-
sin#"e o'ser&ation
in direction
steepest ascent
fu"" factoria"
1 centre points
:
st
order
mode" O@A
'etter
o'ser&ationA
stationar(
point
optimumA
stationar(
point
near'(A
#o to
stationar( point
(es
no
(es
no
(es
no
no
accept
stationar( point
end
/t ;
nd
order mode"
(es
Optimization scheme
4&
Mu"tip"e responses
>f more than : response &aria'"e needs to 'e
optimised= then a #raphica" $a( of optimisin# ma(
'e achie&ed '( o&er"a(in# contour p"ots in case
there are on"( ; independent &aria'"es7
Overlay Plot
molecular_weight
opbrengst
viscositeit
tijd
t
e
m
p
e
r
a
t
u
u
r
80 82 84 86 88 90
!0
!2
!4
!6
!8
80
41
E&o"utionar( Operation )EVO!-
Optimisation of a runnin# production process is not
a"$a(s possi'"e or ma( not 'e a""o$ed 'ecause of costs:
in&o"&es interruption
ma( )temporari"(- (ie"d "o$ 2ua"it( products

Ln a"ternati&e is E&o"utionar( Operation:
eperimentation $ithin runnin# operation
fre2uent eecution of ;
k
0desi#ns= startin# at current
settin#s
hi#h and "o$ settin# of factors are c"ose to each other=

thus no ris, of "o$ 2ua"it( products
42
Soft$are
Stat%a' optimisation:
http:..$$$7$in7tue7n".stat"a'
>nteracti&e soft$are for teachin# DOE throu#h cases
Bo: http:..$$$7$in7tue7n".Zmar,o.'o.'o7htm"
Tame0"i,e demonstration of Bo method
Mat"a' &irtua" reactor: Statistics too"'o 0[ Demos 0[

Empirica" Mode"in# 0[ RSM demo
Stat#raphics:
menu choice Specia" 0[ Eperimenta" Desi#n
?
desi#n eperiment $ith pre0de/ned cata"o#ue
?
ana"(sis of eperiments $ith L<OVL
43
%iterature
\7 Nr(## and S7 Vo"d7 >ntroduction to Eperimenta"

Desi#n ? Vhat is itA Vh( and Vhere is it Wsefu"A=
Fomepa#e of Chemometrics= editoria" Lu#ust ;00;:
http:..$$$7acc7umu7se.Ztn,]t#.Chemometrics.editori
a".au#;00;7htm"

DOE 'oo,"et from Wmetrics: http:..$$$7umetrics7com

.pdfs.'oo,s.DOE'oo,7pdf
>ntroduction to DOE from moresteam7com http:..

$$$7moresteam7com.too"'o.t40K7cfm
StatSoft E"ectronic Statistics Net'oo,= chapter on

eperimenta" desi#n
<>SN En#ineerin# Statistics Fand'oo,:

http:..$$$7it"7nist7#o&.di&KGK.hand'oo,.

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department of mathematics and computer science

Steepest ascent method

Response surface desi#ns

screening )determine $hich factors rea""( in*uence

improvement )approach optimum '( repeated

determination of optimum )/nd optima" settin#s of

there is no si#ni/cant interaction

there is no si#ni/cant "ac,0of0/t

the re#ression mode" is si#ni/cant

num'er of runs #ro$s fast

uses more runs than necessar( to /t 2uadratic

Centra" Composite Desi#n )uniform precision of eOect

Bo0Behn,en Desi#n )a"most uniform precision of eOect

efcient )fe$ runs-

<ote: B must 'e chosen

characterisation throu#h ei#en&a"ues of matri B:

a"" ei#en&a"ues positi&e: min

a"" ei#en&a"ues ne#ati&e: ma

ei#en&a"ues diOerent si#ns: sadd"e point

add star points

!"ease note that additiona" centre points are added

Ve can remo&e the centre points from the data set

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

create matri B and &ector '

compute ei#en&a"ues and "ocation of stationar( point

ma( )temporari"(- (ie"d "o$ 2ua"it( products

eperimentation $ithin runnin# operation

hi#h and "o$ settin# of factors are c"ose to each other=

Mat"a' &irtua" reactor: Statistics too"'o 0[ Demos 0[

\7 Nr(## and S7 Vo"d7 >ntroduction to Eperimenta"

DOE 'oo,"et from Wmetrics: http:..$$$7umetrics7com

>ntroduction to DOE from moresteam7com http:..

StatSoft E"ectronic Statistics Net'oo,= chapter on

<>SN En#ineerin# Statistics Fand'oo,:

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