Article ID: | iaor19991969 |
Country: | United Kingdom |
Volume: | 25 |
Issue: | 7/8 |
Start Page Number: | 531 |
End Page Number: | 541 |
Publication Date: | Jul 1998 |
Journal: | Computers and Operations Research |
Authors: | Sherali Hanif D., Tew Jeffrey D., Joshi Shirish |
Keywords: | response surface, steepest descent |
This paper attempts to improve the search techniques being currently used in standard Response Surface Methodology (RSM) algorithms. RSM is a collection of mathematical and statistical techniques for experimental optimization. This work presents a novel RSM algorithm that incorporates certain gradient deflection methods, augmented with appropriate restarting criteria, as opposed to using the path of steepest descent as the only search direction. In order to investigate the use of the new RSM algorithm in comparison with the standard existing RSM techniques, a set of standard test functions is used, both with and without random perturbations. Computational results exhibit the improvements achieved under the proposed algorithm.