COMPUTER OPTIMIZATION OF SECOND ORDER RESPONSE SURFACE DESIGNS.
Final rept. on Themis optimization research program,
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
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A method is described for determining the optimum levels for the input variables of a quadratic response surface design. The problem is formulated as a mathematical program, and an algorithm for solving the problem is described. Specifically, the problem requires the minimization of the generalized variance subject to linear constraints. Attention is given to the non-convexity of the objective function, and a stochastic control is developed. A number of examples are given to illustrate the method. Author
- Operations Research
- Computer Programming and Software