Quality Engineering, 10(2), 239-253 (1997-98)

HOW TO FORMULATE THE ULTIMATE MARGARITA:

A TUTORIAL ON EXPERIMENTS WITH MIXTURES

Melissa L. Bowles
lntel Corporation

5000 West Chandler Boulevard

Chandler, Arizona 85226

Douglas c. Montgomery
Department of Industrial Engineering
Arizona State University
Tempe. Arizona 85287

Key Words ment, a mixture experiment, is often useful in these prod

Design of experiments; Response surface methodology;
Mixture experiments; Mulriple response optimization.
Introduction
The margarita is a beverage composed of four ingredi
ents: tequila, lime juice, margarita mix (a commercially
purchased ingredient), and Triple Seco There is consider
able controversy among those who enjoy this particular
beverage about the "optimum" formulation; that is, what
proportions of these four ingredients result in the most
enjoyable margarita? Therefore, developing the ultimate
margarita recipe consists of finding the proportions of these
four ingredients that result in achieving the most desirable
value of sorne response variable (or variables) specified by
the consumer of the beverage.
Finding the ultimate margarita is acrually a special case
of a very common industrial problem: optimizin g the for
~mularion of a g roduct. A special type of designed experi
uct formularion problems. Sorne industrial examples in
elude the formulation of consumer producls (such as sham
poos, soaps, and laundry products), drugs and
pharmaceutical produets, foods and beverages, coatings,
paints, adhesives and resins, baths for wet chemical plat
ing or etching, and plasma etching in the semiconductor in
dustry. The purpose of this article is to give a tutorial on
mixture experiments, pointing out the differences between
mixture problems and other types of statistically designed
experiments, and describing the general approach to deal
ing with product formulation in the mixture experiment
eontext. We will use the margarita formulation problem
described aboye ro illustrate the general recommended
approach.
Mixture Experiments
In many experimental design problems, the levels cho
sen for any factor in the experimental design are indepen
dent of the levels chosen for other fac[ors. For example,

239
Copyright ~ 1997 by Marcel Dekker, Inc.
 I
240 BOWLES AND MONTGOMERY

suppose that there are [hree variables (catalyst concemra of the th ingredient inthe mixture. Then, in light of [he
tion, reaction time, and temperarure) that affect the viscos aboye discussion, we must require that
ity of a chemical product. The levels of temperarure may
Xj ~ O, i = 1, 2, ... q, (1 )
be chosen independently of the levels of reaction time and
catalyst concentra[ion, and, consequently, we may [hink of and
[he region of experimentation as either a cube or a sphere .
The experimental design will consist of an appropriate set
of points over this cuboidal or spherical region (such as a
t
i=1
xj = XI + Xl + .. . + x q = 1. (2)
factorial design or a central composite design).
In a mixture experiment, the factors are the ingredients Constraint (2) makes the . levels of the factors X I
or components of the mixture, and [he response is a func nonindependent, and as a result, mixture experiments are
lion of the proportions of each ingredient. The proportion different than the usual types of experiments in which fac
ate amounts of each ingredient are typicalIy measured by torial (or fractional factorial) designs and response surface
weight, by volume, by mole ratio, and so forth. To illus designs are employed.
trate, consider the margarita formulation problem described Constraints (1) and (2) are shown graphicaIly in Figure
earlier . The formulation consis[s of blending aIl four ingre 1 for q = 2 and q = 3 components. For two components,
dients in a container in an effort to find an optimum (or at the feasible factor space for the mixture , experiment in
least a pleasing or effective) blend. Because the volume of eludes aH values of the two components for which Xl + x 2
the container is fixed, the experimem might consist of test = 1, which is the line segment shown in Figure la . With
ing various combinations of the four ingredients, where alI three components, the feasible space for the mixture experi
blends have the same volume. ment is the triangle in Figure 1b that has vertices corre
Let Xl' X 2' X 3' and X 4 represent the pro].ortiollS bl vol sponding to pure blends (i.e., mixtures made up of 1(){)%
ume o[ the. four.~r~-margarita mix, tequii, Triple
Sec, and ltme JUlce. Then sorne blends that mightbe of
interest are as follows:
Blend 1: XI =: 0.50 x2=: 0,25 x 3 = 0.15 x 4 = 0.10
Blend 2: Xl = 0.50 ~= 0.30 X3 = 0.10 x 4 = 0 .10 %2

BJend 3: XI = 0.70 x2 = 0.30 x 3 = x 4 = O

Blend 4: Xl = 1.00 X2 = x3 = x 4 = O
Blends 1 and 2 are examples of complete mixtures; tha[ is, %,

they c'onsist of alI four of the ingredients. Blend 3 is a (a)

binary blend, consisting of only two of the four ingredi
ents, and blend 4 is a mixture that is made up of 100% by
volume of only one of the four ingredients (note that this
would likely be an unsatisfac[ory blend). Each of these
blends is caBed a mixture. Notice that in this example, XI
+ X2 + x 3 + x 4 = 1; because of this constraint, [he lev
els of the factors cannot be chosen independently. For in
stance, in blend 1, as soon as we indica te that margarita
mix makes up 50% of the mixture by volume (XI = 0.50),
tequila makes up 25 % of [he mixture by volume (x 2 =
0.25), and Triple Sec makes up 15 % of the mixture by
volume (x 3 = 0.15), it is immediately obvious that lime
juice must make up 10% of the mixture by volume (i.e.,
t 4 = 0.10 because Xl + x2 + x3 = 0.9, and XI + x2 + (b)
:t"J + X4 = 1.0).
In general, suppose that the mixture consists of q ingre Figure l. Constrained factor space for mixrures with Ca) p =
jients or components, and Jet Xi represent the proportion 2 components and (b) p =3 components.
 .
,.
i :
.,: ..!
,;
.+ TUTORIAL ON EXPERIMENTS WITH MIXTURES
~f a .single ingredient) and edges that are binary blends. In
general, the experimental region of a mixture problem with
q components is a simplex, which is a regularly-sided fig
ure with q vertices in q - l dimensions. For the margarita
problem, the simplex region is a regular tetrahedron; that
is, a geometric figure with q = 4 vertices and each of the
four faces is an equilateral triangle .
The coordina te system for mixture proponions is a sim
plex coordinate system. For example, with q = 3 compo
nents, the experimental region is shown in Figure 2. Each
of the three vertices in the equilateral triangle correspond
to apure blend, and each of the three sides of the triangle
represents a mixture that has only two of the three com
ponents. The nine grid Iines in each direction mark off
10% increments in the respective components. Interior
points in the triangle represem mixtures in which all three
ingredients are present at nonzero proportionate amounts.
The centroid of me triangle corresponds to the mixture with
equal proportions XI = Jj, x 2 = Jj, and x) = Jj of all
ingredients.
In this article, we discuss experimental design, data
analysis, and model-building techniques for the original
mixture experiment defined by Eqs. (1) and (2). In this
problem, the entire simplex region is investigated and the
only design variables are the mixture components x,
x 2 ' . , x(r There are many variations of the original
mixture problem. One of these is me addition of upper and
lower bounds on sorne of the component proportions.
These upper or lower bounds occur beca use the problem
may require that at least a certan minimum proportion of
Figure 2. Trilinear coordinate system.
241
an ingredient be present in the blend or that an ingredient
cannot exceed a specified maximum proportion. The
margarita formulation problem is a constrained mixture
problem, because practical experience with the system in
dicates mat each one of the four ingredients must lie in a
relatively narrow range for the beverage to be satisfactory.
We will discuss and illustrate constrained mixture experi
ments, using the margarita fonnulation problem as a prac
tica! example. In sorne mixture problems, there are process
variables 2, 22' ... , zp in addition to the mixture ingre
dients. For example, in the margarita problem, suppose
that the serving temperature of the beverage and whether
or not it is served in a glass with a salted rim are al so
considered as experimental factors. These are process vari
ables, where z is the temperature and Z2 could take on the
value of -1 for a salted rim and + 1 for an unsa/ted rim.
In a mixture-amount experiment, the response is a function
of not only the component proportions but also the amount
of the mixture that is used. Such a problem could arise in
developing an adhesive, where the pull-off force could be
a function of the adhesive fonnulation and the amount of
adhesive applied to the test parts. For more information on
these and other types of experiments with mixtures, see
Refs . l and 2.
Simplex-Type Designs and Canonical Mixture
Polynomials
The prirnary differences between a standard factorial or
response surface experiment and a mixrure experiment are
that (1) a special type of design must be used and (2) the
form of the mixture polynomial is slightly different from
the "standard" polynomials used in factorial designs and
cJassical response surface work. In this section, we intro
duce designs that allow an appropriate response surface
model to be fit ayer the entire mixture space. Because the
mixture space is a simplex, al! design points must be at the
vertices, on the edges or faces, or in the interior of a sim
plex.
The two primary design types are the simplex-Iattice and
the simplex-centroid designs. A simplex /attice is just a
uniformly spaced set of points on a simplex. A {q, m} sim
plex-lattice design for q components consists of points
defined by the following coordinate settings: The propor
tions taken on by each component are the m + l equally
spaced values from O lo 1,
Xi = O, 11m, 21m, ... ,l. i = 1,2 , ... , q, (3)
...

242 BOWLES AND MONTGOMERY

and all possible combinations (mixtures) of che proportions triangle. These binary blends are made up of equal parts
from chis equation are used. As an example, Jet q = 3 and of two of the three ingredients. Figure 3 also shows the {3,
m = 2; consequentiy, 3}, the {4, 2lo and [he {4, 3} simplex-lattice designs.
The notaton {q, m} mplies a simplex-lattice design in q /
Xi = O. l/, 1, j = 1,2.3,
components that will support a mixture polynomial of
and the simplex-Ianice design consists of the following six degree m.
points: A q component simplex-centroid design consists of
2q - 1 distinct design points . These design points are the
(XI' x2' x3) = (1, O. O), (O. l. O). (0, 0, 1), (lh, lh. O). q pennutations of (l, O, O, ... , O) or single component
(1/2,0, lh), (0, lh, l/).
blends, the (~) pennutation,s of (1h. 1/2 , O, . .. , O) or all
This is a {3, 2} simplex-lattice design, and it is shown in binary mixtures, the (~) pennutations of (,X', ,X', ,X', ... ,J
Figure 3a. The three vertices (1, 0, O), (0,1, O), and (O, O), and so forth and the overall centroid (1/q, lIq,
O, 1) are pure blends, and the points (1h, Ih, O), (lh, 0, lIq, . .. , llq). Figure 3b shows the simplex-centroid de
11z), and (O, 112, 112) are binary blends or tv.;o-component signs for q = 3 and q = 4 components . Note that the
mixtures located at the midpoints of the three edges of the design points are located at the centro id of the (q - 1)

x,., %,-0 .JCll

A 13.21 I.nice A 13.31 1m ice

x, =1

.x, - 1 ,r
I

(a) A 14.21 lanic:e A I"1,31 I.ttj~

r, - 1

(b) .r, = I

(i) (i i)

Figure 3. (a) Sorne simplex-Iattice designs for p = 3 and p = 4 cornponents. (b) Simplex-centroid designs with three and four
components (i) p = 3 and (ii) p = 4.
..

~
TUTORIAL ON EXPERIMENTS WITH MIXTURES 243

dimensional simplex and at che centroids of all the lower FuIl Cubic:
simplexes contained wichin che original simplex .
Now consider the types of models that can be fit when
the experimenter has performed a mixrure experiment. In
general, a first-order model in the design variables XI'
q
x2 ' . , xq is
+ LL oijxx/x - Xj)
q I<} j-2

Po I P;x;-
E(y) = +
;::>:.1
(4)
+ I<j I
jd k.J
f3jk XX j Xk (8)

However, because of the restriction XI + x2 + ." + xq =

1, we know that the parameters 130' 131' ... , J3 q are not Special Cubic:
unique . We could, of course, make the substitution
q q

Xq = 1-
:
1

xI E(y) =L
;-1
f3x + I L
i<j j=2
f3ijXX j
I~I

in Eq. (4), removing the dependency among the factors and (9)
producing unique estima tes of the parameters 130, 131' . o ,

pq-. Although this will work mathemarically, ir is nor rhe

preferred approach, as ir obscures rhe effect of the qth
component because rhe term I3qXq is not included in the
equarion. Thus, in a sense, we are sacrificing. inforrnation
on component q.
An altemative approach is to multiply sorne of the terrns
in the original response surface polynomial by the identity
XI + x 2 + '" + xq = 1 and then simplify. Por example,
consider Eq. (4) and multiply the 130 term by XI + x 2
+ o., + xq = 1, yielding
The terms in rhe canonical mixture polynomials have
simple interpretarions . Geometrically, in Eqs . (6)-(9), the
parameter 13 1 represents the expecred response ro the pure
mixture Xi = 1, xj = 0, j #- i and is the heighr of rhe mix
ture surface at he vertex Xi = l. The ponion of each poly
nomial given by
L" f3x

q is called the linear blending portion. When blending is

E(y) = Po(x l + x 2 + .. . + x,,) + I. f3x strictly additive, then Eq. (6) is an appropriare roodel.
;-1 Notice that a quadratic term, say f3lrX 2 , represents the
" Pix i , excess response from rhe quadratic model E(y) = 13x +
=L (5)
13r2 + 13lrx2 over the linear model. This is often called
i<J
the synergism (or antagonism) due ro nonlinear blending .
where WI:' = f3 + l3 i . This is called the canonical forrn of For example, if large posirive values of y are desired and
the first-order mixture model. In general, the canonical if 1312 is posirive, synergisric blending is occurring, whereas
forms of he mixture models (wirh rhe asterisks removed if 1312 is negarive, antagonistic blending is occurring . In me
from he paramerers) are as follows: cubic model, terms such as orlx2 (XI - x 2) enables one ro
Linear : model both synergisric and antagonisric blending along the
XI - x2 edge. A special cubic erm such as ~ 1 2Y:lxr3 ac
counts for rernary blending among rhe hree components in
E(y) =I" ~x (6) the inrerior of the simplex.
i=1
It is al so helpful ro considerrhe way in which rhe indi
Quadratic: vidual rerms in a mixrure roodel conrribure t he shape of
the response surface. A linear term such as p,x l only
contribures t rhe model when X > O, and rhe maximum
E(y) = I"
p,x + I I q
f3ijx 1x j (7) contribution occurs at XI = 1, in which case the maximum
1=1 <j j=2
effecr contributed by XI is PI' The quadraric rerm PI~X2
 244
. eoncribuces 10 che model aC every poinc in che simplex
where XI > O and x 2 > O. The maximum concribucion
occurs aC che edge joining the vertiees XI and x2 and is aC
che point xl = x 2 = 1/2. The maximum eontribution to the
model from chis term is .IA ~12' A cubic Cerm such as
I3mxlxX) eontributes to the model ac every point for which
Xl> O, X 2 > O, and X) > O (in the interior of the sim
plex) and the maximum contribution is of magnitude
13 123 /27 at che point XI == x 2 = x) == .x.
There are other models thac may be use fuI occasionally.
For example, the design points in the simplex-centroid
design will support the polynomial
E(y) = t
= 1
px + 2..
<j
t
j-2
l3jxx j
+ LL <j jd
tt.3
PjkXXjX,
+ ... +PI2 .. .qXIX2 Xq,
which is a qth-order mixture polynomial. Occasionally,
models with quartic terms or inverse terms may be re
quired . For more inforrnation. see Ref. l.
Finally, note that the simplex-type designs are essen
tially boundary-point designs; that is, most of the design
points are on the edges and faces of the simplex, and on1y
a few (if any) points are in che interior of the region. If the
experimenter wishes to make predictions in the interior, .
then sorne additional runs should be alIocated to that part
of the design space. We recommend augmenting simplex
type designs with the overall centroid (if it is not included)
and axial check blends located halfway between the cen
troid of the region and each vertex. Cornell (1) and Myers
and Montgomery (2) give examples of the use of simplex
type designs and discuss the use ofaxial blends further.
- .
Constrained Mixture Experiments
In many mixture experiments, there are constraints on
:he component proportions. These are ofien upper- amI/or
ower-bound constraints of the form L ~ Xi ~ Vi' i = 1,
~ .... q, where L is the lower bound for the ith compo
lent and V is the upper bound for me ith component.
~ssentially, L represents a minimum proportion of the ith
omponent that must be present in the mixture, and Vi
~presents a maximum proportion of the ith component that
JUst be present in the mixture. The general form of the
Jnstrained mixture problem is
x, + x, + .. . + x, o 1, BOWLES AND MONT:::?Y
L ::; x ::; VI. i = 1, 2 .... q,
(11)
where L ~ O and Vi ~ 1 for i = 1,2, . .. , q. The effect
of the upper- and lower-bound restrictions in Eq . (11) is
10 limit the feasible space for the mixture experiment to a
subregion of the simplex . Consequently, experimental de
signs for constrained mixture problems must be Iirnited 10
chis feasible region.
There are sorne special cases that are of interest. For
example, if the only constraints are lower-bound con
straints, then the feasible subregi(m that results is a smaller
sirnplex inscribed inside the original unconstrained region .
As a result, the simplex-type designs discussed previously
ean be employed directly. In sorne situations. the imposi
tion of only upper-bound constraints will also result in a
(lO)
feasible subregion that is still a sirnplex, although this
srnaller sirnplex will be inverted. See Refs . 1 and 2 for
additional informaron and sorne examples.
Generally, when chere are boch lower and upper bounds
as in Eq. (11), che feasible mixture region is no longer a
simplex bU( will be sorne polytope (or hyperpolytope) sub
region inside the original unconstrained simplex . There
fore, the standard simplex.-type designs cannot be used . In
these cases, sorne type of computer-generated design must
be employed.
There are severa! approaches to constructing designs for
. constrained mixture experiments. One of the earliest was
the extreme vertiees approach of MeLean and Anderson
(3). They suggested using the vertiees of the constrained
region as the basis of the design, along with a subser of che
subregion centroids and the overall centroid . With the
development and introduction of effective eomputer soft
ware to support experiments with mixtures, other eom
puter-aided design selection methods have become popular.
An exeellent anicle on computer-aided design of experi
ments is Ref. 4.
The D-optirnal eriterion can be used to select points for
a mixture design in a constrained region. This criterion
essentially selects points from a list of candidate points so
that the variances of the regression coeffieients in the mix
- ture model are minnized. The effectiveness of this method
depends on the list of candidate points, the adequacy of the
proposed model, and the number of design points selected.
Cornell (1) and Myers and Montgomery (2) discuss these
issues extensively.
Distance-based designs are also useful for mixture ex
periments in constrained regions . This criterion attempts to
spread the design points out unifonnly over the feasible
....
TUTORIAL ON EXPERIMENTS WITH MIXTURES
design space. The algorithm for selecting points starts with
the point tha is as c10se as possible to a vertex of the
unconstrained region, then adds to this the point for which
the Euclidean distance to the first point is a maximum. Al!
subsequent points are added simiJarly; that is, the point for
which the minimum Euclidean distance to the other points
in the design is maximum is chosen. The distance criterion
requires a grid of candidate points. We recommend the
same candidate points that would be used for the D-opti
mal criterion.
Designing the Margarita Experiment
The margarita formulation problem is a constrained
mixture experiment, as a beverage that contains 100 per
cent of any one of the four ingredients would obviously be
unsatisfacrory, and minimum proportions of each ingredi
ent are also desirabIe. Based on our practical experience
with this beverage, we decided on the following con
straints:
Margarita mix: 0.49 ~ XI ~ 0.55
Tequila: 0.25 ~ x2 ~ 0 .31
Triple Sec : 0.08 ~ x3 $ 0.16
Lime juice: 0.04 ~ x 4 $ 0.10
and Xl + X2 + X 3 + X 4 = l. We are not the first authors
to consider such a problem; Sahrman et al. (4) applied
mixture experiments to optimizing the mixture for a
Harvey Wallbanger.
The response variable in this experiment should be a
measure of the enjoyment of the beverage. We decided to
use two responses. First, partieipants would be asked to
evaluate ea eh reeipe on a scale of 1 to lO, with 10 being
the most enjoyable . This is called the "goodness" response,
and it is a subjective evaluation of the participants' enjoy
ment of the tlavor and intensity of the beverage. Second,
each partieipant would be asked to compare the relative
enjoyment of each recipe by preparing a forced ranking,
with he best recipe ranked "1," the next best ranked "2,"
and so on . A taste-test panel of 15 participants would be
formed and the average value of the forced ranks and rat
ings would be used as the response variables.
The D-optimal criterion was used . for selecting the ex
perimental designo We assumed that the quadratic mixrure
model
4 4
E(y) = L
i::::l
(3i X ' + I L
i<j j=2
l3jxx (12)
(ponses. using !he design infomo"ion in Table l. For!he
245
would be adequate to represent both responses. This model
has 10 parameters (the l3's) that must be estimated. Snee
(5), Montgomery and Voth (6), Cornell (1), and Myers and
Montgomery (2) all recommended that sorne additional
runs be included so that the adequacy of the model fit can
be checked and an estimate of experimental error can be
obtained. We decided that three runs be added as replicates
and that two runs be added to test lack of fit. Thus, the
design will have 15 total runs. Twelve of these will be
distinct design points and three runs will be replicated.
The experimental design was generated using the De
sign-Expert (7) software package. This particular package
allows the user 10 specify the number of extra design points
aboye the minimum required to fit the model, and how
those extra runs are .10 be alIocated (either replicate runs
or rum to check lack of fit). The design is shown in Table
1. The left-hand panel shows the actual proportions for the
mixture components used for each run in the designo The
center panel shows the mixrure proportions expressed in
terms of pseudocomponents. If the actual mixture compo
nent is Xi' then the eorresponding pseudocomponent s
defined as
L,
X ,----
_X, -
1 - ILi (13)
It is customary 10 fit mixture models in terms of the
pseudocomponents when the design has been run in a con
strained region, as this reduces the natural ill-conditioning
that is present when the method of least squares is used for
estimating the parameters. For more details about ill-con
ditioning, see Refs. 1, 6, and 8.
The right-hand panel of Table 1 presents the ranking
and goodness response data obtained when the experirnent
was acrually runo The taste-test panel consisted of 15 mem
bers. Each panel member tasted the beverages in random
order and completed a score sheet. The results shown in
Table 1 are the averages of the goodness and ranking data
across all panel members. We remind the readers that
conducting a designed experiment is a complicated activ
ity, and one should never underestimate the logistical and
other practical aspects of this effort. Preexperimental plan
ning is necessary 10 ensure a reasonable chance of success.
For further reading on preexperimental planning, see Refs .
9 and 10.
Response Surface Modeling
Mixture response surface models were built for both
 - -- -- - ---- - - - - - - - --

... '.

246 BOWLES AND MONTGOMERY

Table 1. Experimental Design in Original Components and Pseudocomponents

Original Components (%) Pseudocomponents Responses
Run l\1uguita Tequila Triple Lime Margarita Tequi la Triple Lime Average Average
Number Mix Sec Juice Mix Sec Juice Ranking Goodness

XI Xl Xl x. XI Xl Xl X. YI Yl
1 14 49 25 16 10 0.0000 0 .0000 0.5714 0.4286 9 .33 5. 14
4
2 S SI )1 8 10 0.1429 0.4286 0.0000 0.4286 9.1 7 4.43
) n. 55 '31 28 \0 13 4 0.4286 0 .2143 0.3571 O.OOO ~ 9.57 3.96
'>( 4 10 55 25 10 10 0.4286 0 .0000 0. 1429 0.4286 \3.67 6 .29
~ 5
6 13
" 55 rJ~ 29 8 'O~ 108 0.4286 0 .2857 0.0000 0.2857 7 .33 5.07
')\51 JI 8 0. 1429 0.4286 0.0000 0.4286 9.00 4.12
~ 7 ~ 55 25 10 10 0.4286 0 .0000 0. 1429 0.4286 5.33 6.21
8 ",,~52 ~I 28 4 0.2143 0.2143 0.5714 0 .0000 12.33 4.21

10 '.i
"
9 H ' c.,<,52
49
1.~ 25
1.) 28 tI.. 13
16
'. e 16 JU 7
la
0.2143
0 .0000
0.0000
0 .2143
0.5714
0.3571
0.2143
0.4286
8.67
6 .50
5.54
4.92
11 I 55 25 16 4 0.4286 0.0000 0.5714 0.0000 8.00 4.60
..r' 12
9 55 31 29 8 b 8 0 .4286 0.2857 0.0000 0.2857 7 . 17 5.79
13 3 55 31 10 0.4286 0.4286 0.1429 0.0000 7.50 4.60
14 Cf 49 31 0.--, 13 q .1 "7 0.0000 0.4286 0.3571 0.2143 7.67 4 .99
15 'J.. 49 31 16 0.0000 0.4286 0.5714 0.0000 9 17 2..79
"
goodness response, we fit linear and quadratic mixture
models using least squares and selected the final model
based on certain regresson model evaluaton surnmary sta
tistics including a lack-of-fit test, the square root of the
are useful in explaining the ~sponse are added to the
model, R~ will increase, whereas if nonsignificant tenns
are added, R~ wiJl not increase and can actually decrease.
A model with a large value of the adjusted R2 statistic is
If
residual mean square, the adjusted R 2, and the PRESS usually preferred. Finally, the PRESS statistic is defined as
(prediction error sum of squares) statisc. We now briefly
n
surnmarize how these statistics are used in model-building.
For more complete accounts and descriptions of building. PRESS = I (Yi - Y(il f (15)
;=1
regression models, see Refs. 11 and 12.
The lack-of-fit test is based on partitioning the residual where Y(I) is the predicted value for lhe ith observed value
sum of squares for a particular model (linear, say) into a of the response using a model mat has been fit with the ith
component due to pure error that is computed using the observation deleted. Thus, PRESS is a measure of how
response values at the replicate runs in the design and a well a particular model is likely to perform as a prediction
lack-of-fit component that represents the contribution to the equation for new data . When comparing two or more
residual sum of squares coming from higher-order terms models, generaJly the model with the smallest value of the \
(such as quadratic) . The analysis-of-variance F-test can be PRESS statistic is preferable. r
:>erformed to determine if the higher-order tenns are sig
1ificant. If they are, this is evidence that the order of this
nodel should be increased. The square root of the residual
nean square measures the standard deviation of the vari
In addition to using these surnmary statistics, we also
used the residual plots to check overall model adequacy and
protect against violation of assumptions . Specifical1y, we
examined nonnal probability plots of the residuals and plots
I
bility not explained by the model. A good model will of residuals versus predicted response . This allowed a
ypically ha ve a small residual mean square. The adjusted check on the nonnality and constant variance assumptions
.2 is defined as and gave a visual test for response oUlliers.
We now summarize the model-building procedure for
the goodness response YI' The initial model selected for YI
(14) was the quadratic mixture model in Eq . (12) . Table 2
shows the summary statistics for this response for the can
here SSE is the residual sum of squares and SSTocal is the didate mixture models given in Eqs. (6)-(9). Note that the
tal sum of squares . Generally, if higher-order tenns that desigri does not contain enough runs to fit the full cubic or
...

TUTORIAL ON EXPERIMENTS WITH MIXTURES 247

Table 2. Mixture Model-Building Summary Statistics from Design-Expert for the Goodness
Response

CMP COKPONENT UNITS LOW LIMIT HIGH LIMIT

A Marg lIIix percent/vol 49.000 55.000
B TequTlla percent/vol 25.000 31.000
C Triple_sec percent/vol 8.000 16.000
D Lillle_Juice percent/vol 4.000 10.000

TOTAL ." 100.000

***** WARNING: The Special Cubic Model is Aliased! *****

***** WARNING: The Full Cubic Model is Aliasedl *****

Sequential Model Sum of Squares

SUM OF " MEAN F

SOURCE SQUARES OF SQUARE VALUE PRoa > F

MEAN 351.97 1 351.97

Linear 8.46 3 2.82 9.50 0.002
Quadratic 2.20 6 0.37 1. 72 0.284
SpecCubic 0.75 2 0.38 3.64 0.157
FullCubic 0.00 O
RESIDUAL 0.31 3 0.10
TOTAL 363.68 15

Lack of Fit Tests

SUM OF MEAN F
MODEL SQUARES DF SQUARE VALUE PROB > F

Linear 2.95 8 0.37 3.57 0.162

Quadratic 0.75 2 0.38 3.64 0.157
SpecCubic 0.00 O
FullCUbic 0.00 O
PURE ERR 0.31 3 0.10

Model Su=ary statistics

ROOT ADJ PRED

SOURCE MSE R-SQR R-SQR R-SQR PRESS

Linear 0.545 0.7216 0.6456 0.4924 5.948

Quadratic 0.461 0.9092 0.7456 ""'1.0400 23.907
SpecCubic 0.322 0.9735 0.8764
FullCubic 0.322 0.9735 0.8764

special cubic models-this results in the warning messages
in the table o Therefore, we will concentrate on choosing
between the linear and quadratic models. The upper panel
of Table 2 summarizes statistical tests on the polynomial
terms in the model. Note that only the linear terms are
st3tistically significanL The middle panel presenrs lack-of
tit tests for each model. The F-value for lack of tit is rela
tively small for a1l models . These tests indica te that a lin
ear mixture model could be used ro describe the goodness
response .
Table 3 shows the analysis-of-variance summary for the
linear mixture model ft to the goodness response. This
output was produced by Design-Expert. Note that the usual
{-[est employed for tesling he significance of individual
terms in a regressor model cannot be directJy applied to the
linear blending terms in a mixture model, because the {-test
relates to the hypothesis Ho: Pi = O versus H,: 13, ~ O,
which is not relevant for a mixture modelo In linear mix
ture models, we need to test the equality of the linear
blending terms (i.e., the null hypothesis is Ho: 131 = ~2 =
...

248 BOWLES ANO MONTGOMERY

Tab/e 3. The Linear Mixture Model for Gooclness

CMP COMPONENT UNITS LW LIMIT HIGH LIMIT
A Marg mix percentvol 49.000 55.000
B TequTlla percentvol 25.000 31.000
C Triple_Sec percentvol 8.000 16.000
o Lime Juice percentvol 4.000 10.000

TOTAL 100.000

ANOVA ter Mix Linear Hodel

SUM OF MEAN F
SOURCE SQUARES OF SQUARE VALUE PROB > F
MOOEL 8.46 3 2.819 9.50 0.002
RESIDUAL 3.26 11 0.297
Lack Oi Fit 2.95 8 0.369 3.57 0.162
Pure Error 0.31 3 0.103
COR TOTAL 11. 72 14

ROOT MSE 0.545 R-SQUAREO 0.7216

DEP MEAN 4.844 ADJ R-SQUAREO 0.6456
C.V. 11.24\ PREO R-SQUAREO 0.4924

predicted Residual Sum el Squares (PRESS) = 5.95

eOEFFICIENT STO t FOR HO

COMPONENT ESTlMATE OF ERROR COEF=O PROS> Itl VIF
A-Marg mix 6.091 1 0.60l. Net Applicable 1.73
B-TequTlla 2 . 249 l. 0.639 Not Applicable 1. 68
e-Triple Sec 4.073 1 0.453 Not Applicable 1. 44
O-Lime_Jice 6~27 1 0.614 Not Applicable 1. 72

AD.nJSTED ADJUSTEO APPROX t FOR Ha

eOMPONDn EFFECT Dl' STO ERR EFFECT 2 o PROB > Itl
A-Harq mix 0.718 1 0.334 2.15 0.055
B-TequIlla -1.478 l. 0.346 -4.27 0.001
e-Triple S -0.580 1 ..... 0.347 -1.67 0.122
D-Lime Ji 1.195 1 0.340 3.52 0.005

Final Equation in Terms el Pseudo Components:

goodness ~
+ 6.091 * A
+ 2.249 * eB
+ 4.073 *
+ 6.927 * O

3 = 134 = {3), and ths is done wilh the analysis-of-vari Figure 4 shows a normal probability plot of Ihe residuals
lee F-test in the upper pare of Table 3. It is appropriate from this model, and Figure 5 is a pIot of residuals ver
, conduct (-tests on adjusted linear blending terros, which sus predicted goodness. Both residual plots are satisfactory
e defined as and indicate no model inadequacy. Figure 6 is a plot of the
q
contours of constant goodness with Triple Sec held constant
b =p - (q - l t l 2: Pj , at 11.33 % by volume. Note that there are several appar
j-I (16) ently good formulations that would result in high values of
j"
the goodness response.
is done in the lower part of Table 3. Note that the in We also tit a response surface mode1 for the ranking
:dient Triple Sec is a marginal contributor to the good response, allhough a slightly different procedure was used.
:s response . We began with he full quadratic model, but the residual
TUTORIAL ON EXPERIMENTS WITH MIXTURES 249

Response: goodness Response: goodness

2.282 +
99
+ 1.659 .
95
90
~ 80 + ~ 1.035
+
:o1 + ::J
+
+
.D 70 + 'O
'c;;
o
~ 50 ~ 0.411
+ 'E + +
'E*'
c;; 30 +
+
a>
'C
~ -0.212
+

::; 20 +
z 10 +
-0.83i ++
5
+
+ +
-1.459 +

-1.459 -0.836 -0.212 0.411 1.035 1.659 2.282 3.291 3.nO 4.248 4.726 5.204 5.683 6.161
Studentized Residual Predicted as goodness
Figure 5. Plor of residuals versus predicted goodness,
Figure 4. Normal probablity plot of residuals; goodness
response .

plots for this model indicated that a transformation on the
response was necessary to correct problems with non-nor
mality and inequality of variance. This is a fairly cornmon
problem with rank responses. We selected the square roer
of the ranking response for constructing the model. Then
we applied stepwise regression to the transformed response,
using the linear and quadratic terms as candidate variables .
The details of the model fitting and the final model, which
is a reduced quadratic, are shown in Table 4.
Figure 7 shows me response surface contours for rank
ing (untransformed) with Triple Sec held constant al
11.33% by volume. In this case, the lowest ranking cor

DESIGNEXPEAT Plet
Model:
Unear
Actual components:
=
Xl Marg mix
X2 = Teqilla
X3 = Ume)uice
Actual constants:
Triple_Sec = 11.33

X2 (35.7)

Figure 6. Response surface contour plot of goodness with Triple Sec al 11.33 % by volume,
..
I
1
250

I
BOWLES AND MONTGOMERY

Table. 4. Model-Building for [he Ranking Response Using a Square Root Transformation
,
STEP-WISE REGRESSION
Alpha To Enter = 0.1000
Alpha To Exit 0.1000 (

COEFFICIENT t FOR HO
COMPONENT ESTIMATE COEFFICIENT=O PROB > Itl R-SQUARED MSE
:-oreed

A 2.349

B 3.437

C 3 . 256

D 2.157
0.4710 9.31E02
Entered Be

A 2.016

B 4.415

e 3.877

D 1.713

BC -4.306 -2.56 0.028 0.6804 6.19E-02

ANOVA for Reduced Mix Quadratic Model

SUM OF MEAN F

SOURCE SQUARES OF SQUARE VALUE PROB > F

MOOEL 1. 317 4 0.329 5.32 0.015

RESIDUAL 0.619 10 0.062

Laek Of Fit 0.541 7 0.077 2.97 0.200

Pure Error 0.078 3 0.026

COR TOTAL 1.936 14

ROOT MSE 0.249 R-SQUARED 0.6804

OEP MEAN 2.810 ADJ R-SQUARED 0.5525

C.V. 8.85\ PREO R-SQUAREO 0.3078

Predieted Residual Sum of Squares (PRESS) = 1.340

COEFFICIENT STO t FOR HO

COMPONENT ESTIMATE DF ERROR COEF=O PROB > It I vrF
A-Marg_mix 2.016 1 0.304 Not Applieable 2.12

B-Tequilla 4.415 1 0.481 Not Applicable 4.55

C-Triple_Sec 3.877 1 0.319 Not Applicable 3.41

O-Lime_Juiee 1.713 1 0.330 Not Applicable 2.38

BC -4.306 1 1.682 -2.56 0.028 5.21

responds to the best beverage. Once again, we see that
there are several fonnula[ions that will produce a beverage
with a satisfactory average ranking.
The Optimum Margarita
The objective of most mixture problems is to find the
levels of the components that optimize the product fonnu
lation. Based on knowledge of our specific problem, we
would want the ranking response ro be smaller than S and
the goodness response ro exceed 5.
There are several ways ro simultaneously oprimize sev
eral responses. When the number of mixture components
Xi is smalJ, then overlaying [he response surfaces and
choosing the optimum conditions for each Xi by inspection
of the composite conrour plots is a simple and usually
highly effective method. Because our problem has four
components, graphical optimization would be accomplished
by plotting response surface overlays for three components
TUTORIAL ON EXPERIMENTS WITH MIXTURES 251

Tah/e 4. Continued

Final Equation in Terms of Pseudo Components:

Sqrt ranking
+
+
2.016
4.415 A
. e
B
+ 3.877

+ 1.713 D
4.306 BC

Obs ACTUAL PREDICTED STUDENT COOK'S OUTLIER Run

Ord VALUE VALUE RESIDUAL LEVER RESID DIST t Ord

1 2.828 3.079 -0.251 0.446 -1. 36 0.296 -lo 42 11

2 3.028 3.053 -0 . 025 0.568 -0.15 0.006 -0.14 15
3 2.739 3.046 -0.308 0.350 -lo 53 0.253 -lo 66 13
4 3.055 2.950 0.105 0.467 0.58 0.059 0.56 1
5 l . 916 2.152 -0.236 0.422 -1.25 0.228 -1.29 4
6 2.309 2.152 0.157 0.422 0.83 0.100 0.81 7
7 3.028 2.914 0.114 0.344 0.57 0.033 0 . 55 2
8 3.000 2.914 0.086 0 . 344 0.43 0.019 0.41 6
9 3.511 3.066 0.445 0.210 2.01 0.216 2.48 8
10 3.094 2 . 865 0.229 0.219 1. 04 0.061 l. 04 3
11 2.944 3.014 -0.070 0.303 -0.34 0.010 -0.32 9
12 2.769 2.985 -0.215 0.267 -lo 01 0.074 -lo 01 14
13 2.707 2.615 0 . 093 0.192 0.41 0.008 0.40 5
14 2.678 2.615 0.063 0 . 192 0.28. 0.004 0.27 12
15 2.550 2.735 -0.186 0.254 -0.87 0.051 -0.85 10

with me fourth ingredient held constant. Almough this is where

not difficult to do, we have usually found that with four or llm

more mixture cornponents, the graphical analysis should be

preceded by sorne type of numerical optimization.
D=
(lid, J
1-1
(17)

A very useful approach to the optimization of m differ and each response is transformed into an individual desir
en! responses is to maximize a desirability function D, ability di (O :5 di :5 1) by defining a set of levels a, ~ ti ~

DESIGNEXPERT Plol Response: sqrt ranking in original scale

Model: X1 (59.7)

Reduced Quadralic

Actualcomponents:

X1 '" Marg mix

X2 = ToquIlla
X3 '" lime_Juice
Actual constants:

Triplu_Sec = 11.33

X2 (35.7) X3 (14.7)

Figure 7. Contours of constan! average ranking response.

.

252 BOWLES ANO MONTGOMER y

r
b i such tha! the product is unaceeptable if Yi < Qi or if Yi ure 8 shows a eontour map of both responses with the
> bi and is most desirabJe when Yi = ti (a target value, margarita mix held eonstant at 55 %. The unshaded region
say). Then, on this graph idemifies mixrures for which goodness ex
eeeds 6 and ttie ranking is less than 5. Confirmation trials
with this formulation have indieated th at it is a pleasing
( ~JS.
ti - G j
beverage .

di = ( ~J'.
b
li -
( 18)
Conclusion

Produet formulaton is traditionalIy done through trial

O, Qrherwise
for two-sided bounds. For one-sided bounds, either let Qi
= ti and define di = 1 for Yi :$ ti. or let ti = b i and define
di = 1 for Yi ~ t j As a1l our response variables are one
sided, this latter approach is the choice we would use. Spe
cificalIy, for goodness YI' we selected 5 :$ Y :$ 6.29 as the
desirable range (with 6.29 being the best) , and for rank
ing Y2' we seleeted 3.67 :$ Y2 :$ 5 as the desirable range
(with 3.67 being the best). We also specified both weights
r = s = 1. This results in desirability changing linearly
over its range.
The solution to this problem was found using the De
sign-Expert software to be x (margarita mix) = 55.00%,
x 2 (tequila) = 25.67%, x) (Triple Sec) = 9 .33%, and x 4
(lime juice) = 10.00 %. At this point, the predicted value
of good.ness is 5.9 and the predicted ranking is 4 .7 . Fig
and error by varying the proportion of one ingredient in rhe
produet at a time . This can quiekly beeome very time-eon
sumng and does not allow for an understanding of the
interaetions thar may exist among these ingredients. Al
though this approach may result in a product that meets the
objeetive, it wiU not provide any guidru:tce if mat formu
larion requires additional optimization or if me objectives
of the problem change. Produet formulation using mixrure
experiments requires less time than the traditional method
and alIows for more effieient optimization or reformulation.
Using the margarita as an example, this article has dem
onstrated mat mixture experiments are an excelIem tool for
formula development and optimization. However, the ex
perimental design and response surface modeling approach
is extremely useful in a wide variety of industrial settings.
The reduction in produet development time and the in
creased flexibility in optimizin'g produet performance are
of great vaJue to any company.

Actual components:
Design Expert Graphical Optimization
X1 = Tequllla X1 (33.0)

X2 '" Triple Sec

X3 = Limejice .

Actual constants:

Marg_mx ;: 55.00

Figure 8. Graphical.optimization of tbe goodness and ranking responses.

'.
TUTORIAL ON EXPERIMENTS WITH MIXTURES
References
1. Comell, J. A., Experimenrs with Mixtures: Designs, Mod
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Methodology: Process and Product Optimization with De
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3. McLean, R. A. and Anderson, V. L., Extreme Vertices
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Leverage in Mixture Experimems, 1. Qua/. Techno/., 26,
96-108 (1994).
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ear Regression Analysis, 2nd ed ., John Wiley and Sons, New
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253
About the Authors: Melissa L. Bowles is an industrial en
gineer at lntel Corporation. She received a B.S. degree in
industrial engineering from Arizona State University. She
was named the outstanding graduate in 1995 in the United
States by the Institute of Industrial Engineers. Her profes
sional interests are in qualy and reliability engineering and
in me application of statistical merhods to engineering prob
lems. She is a Member of ASQ.
Douglas C. Mongtomery is professor of engineering at
Arizona State University. He received the Ph.D. in engi
neering from Virginia Tech. Dr. Mongtomery has a[so
been professor of industrial & systems engineering at Geor
gia Institute of Technology, and held the John M. Fluke
Distinguished Chair in Engineering at the University of
Washington, where he was also director of the prograrn in
industrial engineering. His professional interests are in the
deve[opment and application of statistical methodology for
problems in engineering and the sciences . Dr. Montgom
ery is an aurhor of 1 l books and numerous technica[ pa
pers. He is a recipient of the Shewhart Medal, Brumbaugh
Award, the Hunter Award, and the SheweIl Award from
the American Society for Quality. He is also a recipient of
the EIlis R. Ott Award. He is currently the editor of the
Journal of Quality Technology . Dr. Montgomery is a Fel
low of the American Statistical Association, a FelIow of the
American Society for Quality, and a FelIow of me Insti
tute of Industrial Engineers.