Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
1
6BV04
DOE: Optimization
Response Surface Methods
department of mathematics and computer science
2
Contents
Optimisation steps
Bo method
!ractica" eamp"e
Mu"tip"e responses
EVO!
Soft$are
%iterature
department of mathematics and computer science
3
Optimisation steps
Optimisation is achie&ed '( #oin# throu#h the
fo""o$in# phases:
4
current settings
improvement
optimum
department of mathematics and computer science
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
department of mathematics and computer science
6
Mode"s
Far away from
optimum:
first order model
department of mathematics and computer science
7
Mode"s
Near optimum:
fitting a first
order model
shows lac!of!
fit
"curvature#
department of mathematics and computer science
$
Mode"s
Near optimum:
second order
model
department of mathematics and computer science
%
>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
department of mathematics and computer science
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
department of mathematics and computer science
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
department of mathematics and computer science
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
department of mathematics and computer science
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
department of mathematics and computer science
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
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:)*#
department of mathematics and computer science
16
Steepest ascent path eperiments
Further e+periments with factor settings of e+periment nr' 1&'
department of mathematics and computer science
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
department of mathematics and computer science
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 $ith centre points does not su6ce=
'ecause then all quadratic factors are confounded7
L B
p
0desi#n is possi'"e= 'ut not to 'e recommended:
1%
Response surface desi#ns
Nhe fo""o$in# desi#ns are $ide"( used for /ttin# a
2uadratic mode":
2&
Centra" Composite Desi#n
L CCD consists of B parts:
,
factoria" points
aia" points
,
centre points
L CCD is often eecuted '( addin#
points to an a"read( performed
;
p
0desi#n )hi#h"( e6cient= 'ut 'e$are
of '"oc,in#J-7
department of mathematics and computer science
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
department of mathematics and computer science
22
Bo0Behn,en desi#ns
Nhese are desi#ns that
consists of
com'inations from ;
p
0desi#ns7
!roperties:
(almost) rotatable
no corner points of
hypercube
)these are etreme
conditions
$hich are often hard to set-
department of mathematics and computer science
23
Stationar( point
<ear the optimum usua""( a 2uadratic mode"
su6ces:
+ + + + =
<
= =
j i
j i
ij i
k
i
ii i
k
i
i
x x x x Y
2
1 1
&
Fo$ 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
department of mathematics and computer science
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
department of mathematics and computer science
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
department of mathematics and computer science
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
+ + =
&
27
Stationarit( and matri ana"(sis
stationar( point )zero /rst0order deri&ati&es-:
b B x Bx b
x
Y
1
&
2
1
& 2
= = + =
2$
Stationarit( and matri ana"(sis
>n StatTraphics:
au#ment desi#n
2%
Stationarit( and matri ana"(sis
Wse Mat"a' to a&oid manua" computations:
3&
Stationarit( and matri ana"(sis
>n Mat"a':
31
Stationarit( and matri ana"(sis
>n Mat"a':
32
Stationarit( and matri ana"(sis
>n Mat"a':
33
Stationarit( and matri ana"(sis
>n Mat"a':
34
Stationarit( and matri ana"(sis
>n Mat"a':
35
Stationarit( and matri ana"(sis
>n Mat"a':
36
Stationarit( and matri ana"(sis
>n Mat"a':
37
>n Mat"a':
3$
Stationarit( and matri ana"(sis
>n Mat"a':
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
department of mathematics and computer science
4&
Mu"tip"e responses
>f more than : response &aria'"e needs to 'e
optimised= then a #raphica" $a( of optimisin# ma(
'e achie&ed '( o&er"a(in# contour p"ots in case
there are on"( ; independent &aria'"es7
Overlay Plot
molecular_weight
opbrengst
viscositeit
tijd
t
e
m
p
e
r
a
t
u
u
r
80 82 84 86 88 90
!0
!2
!4
!6
!8
80
department of mathematics and computer science
41
E&o"utionar( Operation )EVO!-
Optimisation of a runnin# production process is not
a"$a(s possi'"e or ma( not 'e a""o$ed 'ecause of costs:
in&o"&es interruption
fre2uent eecution of ;
k
0desi#ns= startin# at current
settin#s
42
Soft$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
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
department of mathematics and computer science
43
%iterature