Indiana University South Bend ILL teiaa Tw: 269681 INU ILL Borrower: DKB Lending String: “I3U,UMR,TXR,GZP, VSC,OTU,AD#,IGA,DHU,WY U.NHM,AFU, TKN Patron: Journal Title: Journal of quality technology. Volume: 12 Issue: 4 Month/Year: 1980Pages: 214.219 Article Author: American Society for Quality Control George Derringer, Ronald Suich Article Title: Simultaneous Optimization of Several Response Variables Imprint: [Milwaukee] American Society for Quality Control ILL Number: 205039743 Borrower: Lending String: Patron: Volume: Issue: Month/Year: Pages: Article Author: Article Title: TS156.Q3 J65 Location: 2nd floor We send our documents electronically using Odyssey. ILLiad libraries can enable Odyssey for receiving documents seamlessly. Non-ILLiad libraries can download Odyssey stand alone for FREE. Check it out at: http:/Iwww.atlas-sys.com/Odyssey. html Charge Maxcost: 0.00 Shipping Address: ILL Dept Royal Danish Library / CUL Christians Brygge 8 Copenhagen Dk-1219 K Denmark Fax: 0045/33474722 Doklev@kb.dk Call #: Location: We send our documents electronically using Odyssey. ILLi Odyssey for receivir Seamlessly. Non-ILLiad libraries can download Odyssey stand alone for FREE. Check it out at http:/Avww.atlas-sys.com/Odyssey. html ChargeSimultaneous Optimization of or Several Response Variables ti GEORGE DERRINGER Batelle Columbus Laboratories, 505 King Avenue, Columbus, Ohio 43201 RONALD SUICH California State University, Fullerton, California 92634 A problem facing the product development community is the selection of a set of conditions which will result in a product with a desirable combination of properties. This essentially is a problem involving the simultaneous optimization of several response variables (the desirable ‘combination of properties) which depend upon a number of independent variables or sets of conditions. Harrington, among others, has addressed this problem and has presented a desira- bility function approach. This paper will modiy his approach and illustrate how several response variables can be transformed into a desirability function, which can be optimized by univariate techniques. Its usage will be illustrated in the development of a rubber compound for tire treads. ‘Thi Introduction programming model. However, a major disadvan- oft common problem in product development in- ‘#80 of these schemes isthe philosophy upon which Gre Acumen protien odut devdopment if artes, Thuro metho pinion os “X's, which will result in a produce with a desirable 0f ONe response variable subject to constraints on eo " the remaining response variables. Often, however, combination of properties, the Y's. Essentially, ; thal becomes a problem in the simultaneous optimiza ‘egos! is he attainment ov the best balance among vat tion of the Y's, or response variable, each of which S°V€"@l different response variables, In developing ove depends upon’ set of independent variables, X;, & compound for radiator hose, for example, it is ra eee ena saee crite Bem the yatiber inde Tore realistic to give water absorption, heat resis oth ‘ry, consider the problem ofa tire tread compound. ce» and tensile strength equal weights in the me Here we have a number of response variables, such __Ptimization than to optimize tensile strength while as PICO Abrasion Index, 200 percent modulus, clon. _¥#®ping the other properties within specified limits on gation at break, and hardness. Each of these re- Harrington [2] presented an optimization scheme 1 sponse variables depends upon the ingredient vari- utilizing what he termed the desirability function. and ables, the X's, such as hydrated silica level, silane Gatza and McMillan (1] gave a slight modification one coupling level, and sulfur level. We wish to select of Harrington's function, We will employ a different omy ‘the levels for the X's which will maximize the Y's. form of this function and illustrate its use in the tior Unfortunately, levels of the X's which maximize Y, example of the development of a rubber compound Ma might not even come close to maximizing Ys for tre treads. In maximizing this function we will si ; use a pattern search method similar to that pre- One approach to this problem has been through ae PI the oe of lineas programming Hartmann aed sented by Hooke and Jeeves (4), In addition, we Beaumont [3] and Nicholson and Pullen [5] de- Wil also plot this desirability function against two seribed optimization schemes based upon the linear #4ependent variables with the third held at its optimum level. gb Dewingeis Principal Research Scents at Bate Mer Development : ‘Dr. Suich is an associate professor in the Department of Suppose each of the k response variables is re- Cs Management Scince. lated to the p independent variables by 1 KEY WORDS: Desirability, Multivariate, Optic Yu = fli Xj... %dHey ALB i mization, Regression FAV an Journal of Quality Technology ana Vol. 12, No. 4, October 1980 volSIMULTANEOUS OPTIMIZATION OF SEVERAL RESPONSE VARIABLES 215 where fi denotes the functional relationship be- tween ¥; and Xs, Xa, .-., Xp. We note that this function may differ for each Y,and that f represents this relationship except for an error term «If we ‘make the usual assumption that E(c,) = 0 for each i, then we can relate the average or expected re- sponses nto the p independent variables by m= fila, Xap Xp) FAD h In practice, fi typically is unknown, The usual procedure is to approximate f, often (but not nee- essarily) by a polynomial function. We then esti- mate m by ¥,, the estimator obtained through regression techniques. ‘The desirability function involves transformation of each estimated response variable ¥; to a desira- bility value di, where 0 = dj = 1. The value of di increases as the “desirability” of the corresponding response increases. The individual desirabilities are then combined using the geometric mean. D= (dX dy x +++ x di)! a ‘This single value of D gives the overall assessment of the desirability of the combined response levels. Clearly the range of D will fall in the interval (0, 1] and D will increase as the balance of the properties becomes more favorable. D also has the property that if any di = 0 (that is, if one of the response variables is unacceptable) then D = 0 (that is, the overall product is unacceptable). It is for these reasons that the geometric mean, rather than some other function of the d's such as the arithmetic mean, was used. One-Sided Transformations In transforming Y;to d; two cases arise: one-sided and two-sided desirability transformations. For the one-sided case, d, increases as Y; increases and is, employed when ¥; is to be maximized. (Minimiza- tion of ¥; is equivalent to maximization of -Y;) Many transformations are possible—we shall con- sider the transformations given by 0 Vis Vie ¥, << Ye @ and graphed in Figure 1. ‘The value Yi. gives the minimum acceptable value of Y,, The user specifies this value of Yi,, knowing that any lower value of ¥; would result in an overall unacceptable product, since Y; = Yu Vol. 12, No. 4, October 1960 FIGURE 1. Graph of Transformation (2) for Various Values of r would make d; = 0, and thus D = 0, which indicates an unacceptable product. For example, if Y; is the tensile strength of a radiator hose, a value of Yi below ¥;, = 1500 psi would result in a product that could be unacceptable in the judgment of the man- agement regardless of how desirable the other re- sponse variables might be. ‘The value Y;* gives the highest value of Y ‘Actually, since we are considering a one-sided trans- formation here, there is no highest value of Yi. However, from a practical viewpoint, one can think of Y;* as the value for ¥, such that higher values of Yi have little additional merit. For example, Yi* might be the tensile strength such that higher val- ues of tensile strength would add little to the quality of the hose. Therefore, d, would remain at 1 "The value of r used in the transformation would again be specified by the user. Figure 1 indicates a large value of r would be specified if it were very desirable for the value of ¥; to increase rapidly above Y,,. In other words, even though Yig is an acceptable value the desirability of the product ‘would be greatly increased by having ¥; consider- ably greater than Y;,. Again using the radiator hose example, even though any tensile strength above Yig = 1500 psi would be acceptable, management might find values considerably above 1500. psi highly desirable and s0 choose a large value of r, say r= 10, As can be seen, the desirability d, then increases slowly as ¥, increases, Therefore, to max- imize d; and thereby D;, Y; must be greatly in- creased over Yi.- On the other hand, a small value of r would be specified if having values of ¥; consid- erably above Y;, were not of critical importance. A value of r = 0.1, for example, would mean that any value of Y; above Yi, was just about as desirable as any other value of ¥, above Yi. Journal of Quality Technology216 GEORGE DERRINGER AND RONALD SUICH ‘Two-Sided Transformations ‘The two-sided transformation arises when the response variable Y; has both a minimum and a ‘maximum constraint. We shall consider the trans- formations given by ese] a= [2S a @ 0 ¥i< Yi, or ¥> Ye", In this situation Yi, is the minimum acceptable value of Y, and Y,* is the maximum acceptable value. Values of Y; outside these limits would make the entire product unacceptable. The value selected for ¢ would be that value of ¥; which was most desirable and could be selected anywhere between Y,, and Y/’. The values of s and ¢ in the two-sided transformations play much the same role as r does in the one-sided transformation. In Figure 2 several different values of ¢ and s are plotted. For illustration, it may be noted that ¢; was chosen to lie at 0.25 of the distance between Yi, and Y;*. This figure also shows that large values for s and ¢ would be selected if it were very desirable for the value of ¥; to be close to ci. In this case the desirability d; would not get large until Y; got close to ci. On the other hand, if almost any value of Yi above Yj, and below ¥i* were acceptable, then small values of s and t would be chosen. Moderate values for s and ¢ (near 1) would represent a com- promise between the two extremes. One could also select a large value of s and a small value of ¢ if it were desirable for Y; to increase rapidly to c; while almost any value of Y; above ¢; but below Yi" was also desirable. FIGURE 2. Graph of Transformation (3) for Various Values of s and t Journal of Quality Technology ‘The procedure outlined can be used to maximize some of the d’s (corresponding to certain Y's) while in essence putting constraints on the other Ys ‘This, of course, would be similar to a linear pro- gramming approach. For those F's that are subject to constraints one uses extremely small values of the exponents (r, s, and ¢) and permits Y,, and ¥,* to act as the boundary values. ‘The original transformation proposed by Har- ington [2] is of the form di = exp(-exp(-Y,)) for the one-sided transformation and d; = exp(—| Y;|") for the two-sided transformation. Gatza and Mc- Millan [1] used di = (exp{-exp(—Yi)]-exp(-D)}/ [1 — exp(-1)], a modification of Harrington's which produces negative values of d; for unacceptable properties. The transformations presented in this paper may be viewed as a type of generalization of those above. We no longer restrict ourselves to particular members of the exponential family but consider transformations that offer the user greater flexibility in the setting of desirabilities. As an ex- ample, the use of ¢; in (3) allows the user to set the most deisrable value of ¥; anywhere between the lower and upper boundaries (Yi, and Y,*) rather than exactly in the middle. Harrington's and Gatza ‘and McMillan’s transformations may be closely ap- proximated by selection of the parameters (r, s, and £) in (2) and (3) and may be viewed as special cases. Method of Optimization ‘We have assumed that ¥; is a continuous function of the X,. From (2) and (3) we see that the d's are a continuous function of Y/’s and from (1) that D is a continuous function of the d,’s. Therefore, it fol- lows that D is a continuous function of the Xy. As a result, existing univariate search techniques ean be used to maximize D over the independent vari able domain. In essence, the desirability function condenses a multivariate optimization problem into a univariate one. An added benefit of he method is the ability to plot D as a function of one or more independent variables. Example In the development of a tire tread compound, the optimal combination of three ingredient (indepen- dent) variables—hydrated silica level X;, silane cou- pling agent level X2, and sulfur level X;—was Sought. ‘The properties to be optimized and con- straint levels were as follows. PICO Abrasion Index, Y: 120< Ys 200% Modulus, ¥- 1000 < ¥z Elongation at Break, Yj 400-< ¥; < 600 Hardness, Yo w Noxinun composite desirability, 9 = 0.683 Yee 120 Nog = 1000 Yyq = 400 Veg © 60 Journal of Quality Technology FIGURE 6. Contour Plots of Dfor X, and Xs for Tire Tread Example Vol. 12, No. 4, October 1980 sur volBT SIMULTANEOUS OPTIMIZATION OF SEVERAL RESPONSE VARIABLES 219 FIGURE 7. Contour Plots of D for Xz and X, forTire ‘Tread Example optimum. For example, Figure 5 shows the plot of X; versus Xo with X; held at its optimum, that is, Xq = =0.868. All three of these plots show the surface to be relatively flat near the maximum, meaning that small departures from optimality of the X values would not appreciably decrease the desirability, Obviously, the approach utilized in this example is not the only possible approach. Another feasible method would involve studying the coefficients in the fitted equations and overlaying contour plots, However, the optimum reached in Table 3 did prove to be satisfactory from a production standpoint, although slight deviations from the optimum levels, of the X's were instituted for other reasons, This proved no great problem in this example, since the surface is relatively flat near the optimum, Vol. 12, No. 4, October 1980 Computer Program We have available, and will provide upon request, a copy of the FORTRAN computer program used to maximize D in terms of the X,. This program also enables one to generate a response surface of Dasa function of two of the independent variables, holding the other independent variables constant. ‘This can then be used to obtain contour plots. It should be noted that any good optimization pro- gram may be used. Summary The simultaneous optimization of several re- sponses has often been accomplished by a hit-or- ‘miss approach. In such a procedure, numerous for- ‘ulations are evaluated until one is found whic within all constrains, This becomes the “optimum’ formulation, The desirability function approach is a considerable improvement over this method and usually not only requires fewer formulations to be evaluated but also results in more desirable prop- erty levels. Furthermore, the advantage of being able to plot the desirability surface to determine its sensitivity to small changes in the independent variables is significant. References 1 Garza, P. E. and MeMuLan, R. C., “The Use of Experi ‘mental Design and Computerized Data Analysis in Et tomer Development Studies,” Division of Rubber Chem: istry, American Chemical Society Fall Meeting, Paper No. 6, Cincinnati, Ohio, October 3-6, 1972 2. Hawnincron, F.C. Ju, “The Desirability Function,” In dustrial Quality Control, Vol, 21, No. 10, 1965, pp. 494 498. 3, Haerwan, N.E. and Bravwowr, R.A. “Optimum Com: ‘pounding by Computer,” Journal of the Institute of the Rubber Industry, Vol.2 No.6, 1968, pp. 272-275. 4. Hors, Rand Jueves, A, Journal ofthe Association of Computing Machinery, Vol. 8, No.2, 1982, p. 212. 5. Nicwousox, T. A. J. and Puutex, RD, “Statistical and Optimization Techniques in the Design of Rubber Com- pound,” Computer Aided Design, Vol 1, No. 1, 1969, pp. 9-4 Journal of Quality Technology