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5. Process Improvement
5.5. Advanced topics
5.5.3. How do you optimize a process? Single response case

Single response: Optimization subject to experimental region constraints

Optimal operating conditions may fall outside region where experiment conducted Sometimes the optimal operating conditions x* simply fall outside the region where the experiment was conducted. In these cases, constrained optimization techniques can be used to find the solution x* that optimizes \( \hat{Y}(x) \) without leaving the region in the factor space where the experiment took place.
Ridge analysis is a method for finding optimal factor settings that satisfy certain constraints "Ridge Analysis", as developed by Hoerl (1959), Hoerl (1964) and Draper (1963), is an optimization technique that finds factor settings x* such that they
    \( \mbox{optimize} \hspace{.5in} \hat{Y}(x) = b_{0} + b'x + x'Bx \)

    \( \mbox{subject to} \hspace{.37in} x'x = \rho^{2} \)

The solution x* to this problem provides operating conditions that yield an estimated absolute maximum or minimum response on a sphere of radius ρ. Different solutions can be obtained by trying different values of ρ.
Solve with non-linear programming software The original formulation of Ridge Analysis was based on the eigenvalues of a stationarity system. With the wide availability of non-linear programming codes, Ridge Analysis problems can be solved without recourse to eigenvalue analysis.
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