The ellipsoidal technique for design centering and region approximation

A technique for design centering and feasible region approximation is introduced. The technique exploits concepts for generating a sequence of ellipsoids of decreasing volumes. It preserves the property of containing the feasible region, assuming that it is convex. It can continue reducing volume whether the ellipsoid center is feasible or not. The technique converges to an ellipsoid whose center is the required design center, and its Hessian matrix can be used to give the preferable covariance matrix, assuming a multinormal distribution of parameters. An ellipsoidal region approximation can be obtained by scaling the final ellipsoid which facilitates an inexpensive yield estimate using the monte Carlo method. Numerical and practical examples are considered to illustrate the technique