Adaptive One-Factor-at-a-Time Experimentation and Expected Value of Improvement

This article concerns adaptive experimentation as a means for making improvements in design of engineering systems. A simple method for experimentation, called “adaptive one-factor-at-a-time,” is described. A mathematical model is proposed and theorems are proven concerning the expected value of the improvement provided and the probability that factor effects will be exploited. It is shown that adaptive one-factor-at-a-time provides a large fraction of the potential improvements if experimental error is not large compared with the main effects and that this degree of improvement is more than that provided by resolution III fractional factorial designs if interactions are not small compared with main effects. The theorems also establish that the method exploits two-factor interactions when they are large and exploits main effects if interactions are small. A case study on design of electric-powered aircraft supports these results.