A graphical interactive approach to multi-response optimization
Case study of a multi-response optimization problem where we outline our solution approach
Problem statement
In the article of Myers and Montgomery (1995)1, the authors discuss an experiment with three factors:
$x_1$: reaction time
$x_2$: reaction temperature
$x_3$: amount of catalyst
and two responses:
- $y_1$: conversion of a polymer
- $y_2$: thermal activity
The engineers seek to find the settings that maximize $y_1$ and achieve a target value of 57.5 for $y_2$.
Design
In Table we can see the experimental design used (a Central Composite Design with circumscribed axial points):
| $x_1$ | $x_2$ | $x_3$ | $y_1$ | $y_2$ | |
|---|---|---|---|---|---|
| 1 | -1 | -1 | -1 | 74 | 53,2 |
| 2 | 1 | -1 | -1 | 51 | 62,9 |
| 3 | -1 | 1 | -1 | 88 | 53,4 |
| 4 | 1 | 1 | -1 | 70 | 62,6 |
| 5 | -1 | -1 | 1 | 71 | 57,3 |
| 6 | 1 | -1 | 1 | 90 | 67,9 |
| 7 | -1 | 1 | 1 | 66 | 59,8 |
| 8 | 1 | 1 | 1 | 97 | 67,8 |
| 9 | -1,682 | 0 | 0 | 76 | 59,1 |
| 10 | 1,682 | 0 | 0 | 79 | 65,9 |
| 11 | 0 | -1,682 | 0 | 85 | 60 |
| 12 | 0 | 1,682 | 0 | 97 | 60,7 |
| 13 | 0 | 0 | -1,682 | 55 | 57,4 |
| 14 | 0 | 0 | 1,682 | 81 | 63,2 |
| 15 | 0 | 0 | 0 | 81 | 59,2 |
| 16 | 0 | 0 | 0 | 75 | 60,4 |
| 17 | 0 | 0 | 0 | 76 | 59,1 |
| 18 | 0 | 0 | 0 | 83 | 60,6 |
| 19 | 0 | 0 | 0 | 80 | 60,8 |
| 20 | 0 | 0 | 0 | 91 | 58,9 |
Models
The linear model for the first response is a full second-order effects model on the three factors:
$ y_1 =81.09+1.03x_1+4.64x_2+6.20x_3-1.86x_1^2+2.94x_2^2 $
$\phantom{y_1=}-5.19x_3^2+2.13x_1x_2+11.37x_1x_3-3.87x_2x_3$
The linear model for the second response includes only an intercept and two linear effects.
$ y_2 =60.23+4.26x_1+2.23x_3 $
Research question
Can we optimize both responses simultaneously while taking into account the prediction variance and the robustness of the solution against variability in the factor levels and model coefficients?
We refer to the book of Goos and Jones2: for theoretical background on these issues
Draft of our solution approach
We present a highly interactive solution approach, which consists of 5 interconnected graphs.
Prediction profiler

Variance profiler

Robustness against variation in the model coefficients

G. Geoffrey Vining (1998) A Compromise Approach to Multiresponse Optimization, Journal of Quality Technology, 30:4, 309-313, DOI: 10.1080/00224065.1998.11979867 ↩︎
Goos, Peter, and Bradley Jones. Optimal design of experiments: a case study approach. John Wiley & Sons, 2011. ↩︎