Response Surface Methodology

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Abstract: This chapter first summarizes Response Surface Methodology (RSM), which started with Box and Wilson’s article in 1951 on RSM for real, non-simulated systems. RSM is a stepwise heuristic that uses first-order polynomials to approximate the response surface locally. An estimated polynomial metamodel gives an estimated local gradient, which RSM uses in steepest ascent (or descent) to decide on the next local experiment. When RSM approaches the optimum, the latest first-order polynomial is replaced by a second-order polynomial. The fitted second-order polynomial enables the estimation of the optimum. Furthermore, this chapter focuses on simulated systems, which may violate the assumptions of constant variance and independence. The chapter also summarizes a variant of RSM that is proven to converge to the true optimum, under specific conditions. The chapter presents an adapted steepest ascent that is scale-independent. Moreover, the chapter generalizes RSM to multiple random responses, selecting one response as the goal variable and the other responses as the constrained variables. This generalized RSM is combined with mathematical programming to estimate a better search direction than the steepest ascent direction. To test whether the estimated solution is indeed optimal, bootstrapping may be used. Finally, the chapter discusses robust optimization of the decision variables, while accounting for uncertainties in the environmental variables.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages26
Publication statusPublished - 2014

Publication series

NameCentER Discussion Paper


  • simulation
  • optimization
  • regression
  • robustness
  • risk


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