A new procedure for steepest ascent

The procedure of steepest ascent consists of performing a sequence of sets of trials. Each set of trials is obtained as a result of proceeding sequentially along the path of maximum increase in response. Until now there has been no formal stopping rule, When response values are subject to random error, the decision to stop can be premature due to a “false” drop in the observed response.

A new stopping rule procedure for steepest ascent is intro-duced that takes into account the random error variation in response values. The new procedure protects against taking too many observations when the true mean response is decreasing, it also protects against stopping. prematurely when the true mean response is increasing, A numerical example is given which illus-trates the method.