Weighted A-optimality criterion for generating robust mixture designs

Abstract Many experiments in research and development of industrial product formulations involve mixtures of ingredients. These are experiments in which the experimental factors are the ingredients of a mixture and the proportion of mixture ingredients cannot be varied independently. Mixture experiments usually involve constraints on the ingredient proportions of the mixture. In this paper, we propose a technique to generate robust A-optimal designs for mixture experiments using a genetic algorithm where the experimental region is an irregularly-shaped polyhedral region formed by constraints on the mixture ingredient proportions. Our approach seeks the design which minimizes the weighted average of the sum of the variances of the estimated coefficients across a set of potential mixture models that may occur due to initial model misspecification. This technique provides an alternative approach when the experimenter is uncertain about which final model should be selected. For illustration, examples with three ingredients are presented with comparisons of our GA designs to those obtained using PROC OPTEX that focuses only on a single model.

[1]  L. H. Dal Bello,et al.  Optimization of a product performance using mixture experiments , 2010 .

[2]  Wanida Limmun,et al.  Using a Genetic Algorithm to Generate D‐optimal Designs for Mixture Experiments , 2013, Qual. Reliab. Eng. Int..

[3]  Steven G. Gilmour,et al.  A General Criterion for Factorial Designs Under Model Uncertainty , 2010, Technometrics.

[4]  David E. Goldberg,et al.  Genetic Algorithms in Search Optimization and Machine Learning , 1988 .

[5]  Theodore T. Allen,et al.  A combined array approach to minimise expected prediction errors in experimentation involving mixture and process variables , 2006 .

[6]  Connie M. Borror,et al.  Model-Robust Optimal Designs: A Genetic Algorithm Approach , 2004 .

[7]  Connie M. Borror,et al.  Genetic Algorithms for the Construction of D-Optimal Designs , 2003 .

[8]  F. Pukelsheim Optimal Design of Experiments , 1993 .

[9]  Randy L. Haupt,et al.  Practical Genetic Algorithms , 1998 .

[10]  Wendell F. Smith Experimental design for formulation , 2005, ASA-SIAM series on statistics and applied probability.

[11]  W. J. Studden,et al.  Theory Of Optimal Experiments , 1972 .

[12]  Hugh Chipman,et al.  Bayesian variable selection with related predictors , 1995, bayes-an/9510001.

[13]  Connie M. Borror,et al.  Cost‐constrained G‐efficient Response Surface Designs for Cuboidal Regions , 2006, Qual. Reliab. Eng. Int..

[14]  J. Cornell Experiments with Mixtures: Designs, Models and the Analysis of Mixture Data , 1982 .

[15]  Douglas C. Montgomery,et al.  Response Surface Methodology: Process and Product Optimization Using Designed Experiments , 1995 .

[16]  Weiyang Tong,et al.  Weighted A-optimality for fractional 2m factorial designs of resolution V , 1996 .

[17]  Douglas C. Montgomery,et al.  Fraction of Design Space Plots for Examining Model Robustness , 2005 .

[18]  Connie M. Borror,et al.  Fraction of Design Space Plots for Assessing Mixture and Mixture-Process Designs , 2004 .

[19]  J. Kiefer Optimum Experimental Designs , 1959 .

[20]  Zbigniew Michalewicz,et al.  Genetic Algorithms + Data Structures = Evolution Programs , 1996, Springer Berlin Heidelberg.

[21]  Lefteris Angelis,et al.  An evolutionary algorithm for A-optimal incomplete block designs , 2003 .

[22]  Ulrike Grömping,et al.  Optimal Experimental Design with R , 2019 .

[23]  A. Dean,et al.  A-optimal and A-efficient designs for discrete choice experiments , 2016 .