Chapter 11 Response Surface

Methods and Other Approaches to

Process Optimization

11.1 Introduction to Response

Surface Methodology
Response Surface Methodology (RSM) is useful
for the modeling and analysis of programs in
which a response of interest is influenced by
several variables and the objective is to optimize
this response.
For example: Find the levels of temperature (x1)
and pressure (x2) to maximize the yield (y) of a
process.

y f ( x1 , x 2 )
2

 Response surface: (see Figure 11.1 & 11.2)

E ( y ) f ( x1 , x 2 )

The function f is unknown

Approximate the true relationship between y and
the independent variables by the lower-order
polynomial model.

y 0 1 x1 k x k
k

i 1

i 1

y 0 i xi ii x ij xi x j
2
i

i j

Response surface design

3

 A sequential procedure
The objective is to lead
the experimenter rapidly
and efficiently along a
path of improvement
toward the general
vicinity of the optimum.
First-order model =>
Second-order model
Climb a hill

11.2 The Method of Steepest Ascent

Assume that the first-order model is an adequate
approximation to the true surface in a small ragion
of the xs.
The method of steepest ascent: A procedure for
moving sequentially along the path of steepest
ascent.

 Based on the first-order

model,
k

y 0 i xi
i 1

The path of steepest ascent //

the regression coefficients
The actual step size is
determined by the
experimenter based on
process knowledge or other
practical considerations
6

Example 11.1
Two factors, reaction time & reaction
temperature
Use a full factorial design and center points
(see Table 11.1):
1. Obtain an estimate of error
2. Check for interactions in the model
3. Check for quadratic effect
ANOVA table (see Table 11.2)
Table 11.3 & Figure 11.5
Table 11.4 & 11.5
7

Std

Run
1
2
3
4
5
6
7
8
9

Block
7
6
5
2
9
4
1
3
8

{1}
{1}
{1}
{1}
{1}
{1}
{1}
{1}
{1}

Factor 1
A:Time
minutes
-1
1
-1
1
0
0
0
0
0

Factor 2
B:Temp
degC
-1
-1
1
1
0
0
0
0
0

Response 1
yield
percent
39.3
40.9
40
41.5
40.3
40.5
40.7
40.2
40.6

y 40.44 0.775 x1 0.325 x2

8

The step size is 5 minutes of reaction time and 2 degrees F

What happens at the conclusion of steepest ascent?
9

Assume the first-order model

k
y x
0

i 1

1. Choose a step size in one process variable, xj.

2. The step size in the other variable,

xi

j / x j
3. Convert the xj from coded variables to the
natural variable

10

11.3 Analysis of a Second-order

Response Surface
When the experimenter is relative closed to the
optimum, the second-order model is used to
approximate the response.

y 0 1 x1 2 x2 12 x1 x2 11 x12 22 x22

Find the stationary point. Maximum response,

Minimum response or saddle point.
Determine whether the stationary point is a point
of maximum or minimum response or a saddle
point.
11

 The second-order model:

y 0 x' b x' Bx,
1

x1
x
2

,b

11

and B

xk
k
1 1
xs B b
2
1 '

y s 0 x s b
2

12 / 2 1k / 2

22 2 k / 2

kk

12

 Characterizing the response surface:

Contour plot or Canonical analysis
Canonical form (see Figure 11.9)

y y s 1 w12 k wk2

Minimum response: i are all positive

Maximum response: i are all negative
Saddle point: i have different signs

13

 Example 11.2
Continue Example 11.1
Central composite design (CCD) (Table 11.6 &
Figure 11.10)
Table 11.7
ANOVA for Response Surface Quadratic Model
Analysis of variance table [Partial sum of squares]
Source
Model
A
B
A2
B2
AB
Residual
Lack of Fit
Pure Error
Cor Total

Sum of
Squares
28.25
7.92
2.12
13.18
6.97
0.25
0.50
0.28
0.21
28.74

DF
5
1
1
1
1
1
7
3
4
12

Mean
Square
5.65
7.92
2.12
13.18
6.97
0.25
0.071
0.094
0.053

F
Value
79.85
111.93
30.01
186.22
98.56
3.53

Prob > F
< 0.0001
< 0.0001
0.0009
< 0.0001
< 0.0001
0.1022

1.78

0.2897

y 79.94 0.99 x1 0.52 x2 0.25 x1 x2

1.38 x12 1.00 x22

14

yie ld

1 8 0 .0 0

The contour plot is given

in the natural variables
(see Figure 11.11)

B : te m p

1 7 7 .5 0

1 7 5 .0 0

The optimum is at about

87 minutes and 176.5
degrees

5
78.2573
79.5606

1 7 2 .5 0

78.9089
77.6056

76.954

78.2573

1 7 0 .0 0
8 0 .0 0

82 .50

8 5 .0 0

8 7 .5 0

9 0 .0 0

A : ti m e

15

 The relationship between x and w:

w M ' (x x s )

M is an orthogonal matrix and the columns of

M are the normalized eigenvectors of B.
Multiple response:
Typically, we want to simultaneously optimize
all responses, or find a set of conditions where
certain product properties are achieved
Overlay the contour plots (Figure 11.16)
Constrained optimization problem

16

11.4 Experimental Designs for

Fitting Response Surfaces
Designs for fitting the first-order model
The orthogonal first-order designs
XX is a diagonal matrix
2k factorial and fractions of the 2k series in
which main effects are not aliased with each
others
Besides factorial designs, include several
observations at the center.
Simplex design
17

 Designs for fitting the second-order model

Central composite design (CCD)
nF runs on 2k axial or star points, and nC center
runs
Sequential experimentation
Two parameters: nC and
The variance of the predicted response at x:

Var ( y ( x)) 2 x' (X' X) 1 x

Rotatable design: The variance of predicted

response is constant on spheres
The purpose of RSM is optimization and the
location of the optimum is unknown prior to
running the experiment.
18

 = (nF)1/4 yields a rotatable central composite

design
The spherical CCD: Set = (k)1/2
Center runs in the CCD, nC: 3 to 5 center runs
The Box-Behnken design: three-level designs
(see Table 11.8)
Cuboidal region:
face-centered central composite design (or
face-centered cube)
=1
nC=2 or 3
19