Home Knowledge Base Optimization: Mathematical Modeling

Optimization: Mathematical Modeling

1. Context

A recipe is a vector of controllable parameters:

$$\mathbf{x} = \begin{bmatrix} T \\ P \\ Q_1 \\ Q_2 \\ \vdots \\ t \\ P_{\text{RF}} \end{bmatrix} \in \mathbb{R}^n$$

Where:

Goal : Find optimal $\mathbf{x}$ such that output properties $\mathbf{y}$ meet specifications while accounting for variability.

2. Mathematical Modeling Approaches

2.1 Physics-Based (First-Principles) Models

Chemical Vapor Deposition (CVD) Example

Mass transport and reaction equation:

$$\frac{\partial C}{\partial t} + \nabla \cdot (\mathbf{u}C) = D\nabla^2 C + R(C, T)$$

Where:

Surface reaction kinetics (Arrhenius form):

$$k_s = A \exp\left(-\frac{E_a}{RT}\right)$$

Where:

Deposition rate (transport-limited regime):

$$r = \frac{k_s C_s}{1 + \frac{k_s}{h_g}}$$

Where:

Characteristics:

2.2 Empirical/Statistical Models (Response Surface Methodology)

Second-order polynomial model:

$$y = \beta_0 + \sum_{i=1}^{n}\beta_i x_i + \sum_{i=1}^{n}\beta_{ii}x_i^2 + \sum_{i<j}\beta_{ij}x_i x_j + \varepsilon$$

Where:

Matrix form:

$$\mathbf{y} = \mathbf{X}\boldsymbol{\beta} + \boldsymbol{\varepsilon}$$

Least squares estimator:

$$\hat{\boldsymbol{\beta}} = (\mathbf{X}^T\mathbf{X})^{-1}\mathbf{X}^T\mathbf{y}$$

Design of Experiments (DOE) Options:

2.3 Gaussian Process (Kriging) Models

GP prior:

$$y(\mathbf{x}) \sim \mathcal{GP}\big(m(\mathbf{x}), k(\mathbf{x}, \mathbf{x}')\big)$$

Squared exponential (RBF) kernel:

$$k(\mathbf{x}, \mathbf{x}') = \sigma_f^2 \exp\left(-\frac{1}{2}\sum_{d=1}^{n}\frac{(x_d - x'_d)^2}{\ell_d^2}\right)$$

Where:

Matérn 5/2 kernel (alternative):

$$k(\mathbf{x}, \mathbf{x}') = \sigma_f^2 \left(1 + \sqrt{5}r + \frac{5r^2}{3}\right) \exp\left(-\sqrt{5}r\right)$$

Where $r = \sqrt{\sum_d \frac{(x_d - x'_d)^2}{\ell_d^2}}$

Predictive mean:

$$\mu(\mathbf{x}_*) = \mathbf{k}_*^T(\mathbf{K} + \sigma_n^2\mathbf{I})^{-1}\mathbf{y}$$

Predictive variance:

$$\sigma^2(\mathbf{x}_*) = k(\mathbf{x}_*, \mathbf{x}_*) - \mathbf{k}_*^T(\mathbf{K} + \sigma_n^2\mathbf{I})^{-1}\mathbf{k}_*$$

Where:

Key Advantage : Native uncertainty quantification—critical for expensive semiconductor experiments.

2.4 Neural Network Models

Feedforward neural network:

$$\mathbf{y} = f_{\theta}(\mathbf{x}) = \sigma_L\left(\mathbf{W}_L \cdots \sigma_1(\mathbf{W}_1\mathbf{x} + \mathbf{b}_1) \cdots + \mathbf{b}_L\right)$$

Where:

Physics-Informed Neural Networks (PINNs):

$$\mathcal{L} = \mathcal{L}_{\text{data}} + \lambda \mathcal{L}_{\text{physics}}$$
$$\mathcal{L}_{\text{data}} = \frac{1}{N}\sum_{i=1}^{N}\|y_i - f_\theta(\mathbf{x}_i)\|^2$$
$$\mathcal{L}_{\text{physics}} = \frac{1}{M}\sum_{j=1}^{M}\left\|\mathcal{F}[f_\theta](\mathbf{x}_j)\right\|^2$$

Where $\mathcal{F}$ is the differential operator from governing equations.

3. Optimization Formulations

3.1 Standard Constrained Optimization

General form:

$$\min_{\mathbf{x}} \quad f(\mathbf{x}) = \|\mathbf{y}(\mathbf{x}) - \mathbf{y}_{\text{target}}\|_2^2$$

Subject to:

$$\begin{aligned} \mathbf{y}_L &\leq \mathbf{y}(\mathbf{x}) \leq \mathbf{y}_U \quad &\text{(specification limits)} \\ \mathbf{x}_L &\leq \mathbf{x} \leq \mathbf{x}_U \quad &\text{(equipment limits)} \\ \mathbf{g}(\mathbf{x}) &\leq 0 \quad &\text{(process constraints)} \end{aligned}$$

Weighted multi-output objective:

$$f(\mathbf{x}) = \sum_{j=1}^{m} w_j \left(\frac{y_j(\mathbf{x}) - y_{j,\text{target}}}{\Delta_j}\right)^2$$

Where $\Delta_j$ is the tolerance for output $j$.

3.2 Multi-Objective Optimization

Vector optimization problem:

$$\min_{\mathbf{x}} \quad \mathbf{F}(\mathbf{x}) = \begin{bmatrix} f_1(\mathbf{x}) \\ f_2(\mathbf{x}) \\ \vdots \\ f_k(\mathbf{x}) \end{bmatrix}$$

Example objectives:

Pareto dominance: $\mathbf{x}^{(1)}$ dominates $\mathbf{x}^{(2)}$ if:

$$f_i(\mathbf{x}^{(1)}) \leq f_i(\mathbf{x}^{(2)}) \quad \forall i \quad \text{and} \quad \exists j: f_j(\mathbf{x}^{(1)}) < f_j(\mathbf{x}^{(2)})$$

Solution methods:

3.3 Robust Optimization

Sources of uncertainty $\boldsymbol{\xi}$:

Mean-variance formulation:

$$\min_{\mathbf{x}} \quad \mathbb{E}[f(\mathbf{x}, \boldsymbol{\xi})] + \kappa \cdot \sqrt{\text{Var}[f(\mathbf{x}, \boldsymbol{\xi})]}$$

Where $\kappa$ is the risk aversion parameter.

Uncertainty propagation (first-order Taylor):

$$\mathbb{E}[y] \approx y(\bar{\mathbf{x}})$$
$$\text{Var}[y] \approx \sum_{i=1}^{n}\left(\frac{\partial y}{\partial x_i}\right)^2 \sigma_{x_i}^2 + 2\sum_{i<j}\frac{\partial y}{\partial x_i}\frac{\partial y}{\partial x_j}\text{Cov}(x_i, x_j)$$

Sensitivity coefficient:

$$S_i = \left|\frac{\partial y}{\partial x_i}\right| \cdot \frac{\sigma_{x_i}}{\sigma_y}$$

Chance-constrained optimization:

$$\Pr\big(y(\mathbf{x}, \boldsymbol{\xi}) \in [\text{LSL}, \text{USL}]\big) \geq 1 - \alpha$$

For Gaussian outputs:

$$\mu - z_{\alpha/2}\sigma \geq \text{LSL} \quad \text{and} \quad \mu + z_{\alpha/2}\sigma \leq \text{USL}$$

Process capability index:

$$C_{pk} = \min\left(\frac{\text{USL} - \mu}{3\sigma}, \frac{\mu - \text{LSL}}{3\sigma}\right) \geq 1.33$$

3.4 Bayesian Optimization

Algorithm for expensive-to-evaluate functions:

1. Fit GP surrogate: $y(\mathbf{x}) \sim \mathcal{GP}(m, k)$ 2. Optimize acquisition function: $\mathbf{x}_{\text{next}} = \arg\max_{\mathbf{x}} \alpha(\mathbf{x})$ 3. Evaluate true function: $y_{\text{next}} = f(\mathbf{x}_{\text{next}}) + \varepsilon$ 4. Update dataset: $\mathcal{D} \leftarrow \mathcal{D} \cup \{(\mathbf{x}_{\text{next}}, y_{\text{next}})\}$ 5. Repeat until budget exhausted

Acquisition functions:

Expected Improvement (EI):

$$\text{EI}(\mathbf{x}) = \mathbb{E}\big[\max(y^* - y(\mathbf{x}), 0)\big]$$

Closed form (for GP):

$$\text{EI}(\mathbf{x}) = (y^* - \mu(\mathbf{x}))\Phi(z) + \sigma(\mathbf{x})\phi(z)$$

Where:

$$z = \frac{y^* - \mu(\mathbf{x})}{\sigma(\mathbf{x})}$$

Upper Confidence Bound (UCB):

$$\text{UCB}(\mathbf{x}) = \mu(\mathbf{x}) + \kappa \sigma(\mathbf{x})$$

Where $\kappa$ balances exploration vs. exploitation.

Probability of Improvement (PI):

$$\text{PI}(\mathbf{x}) = \Phi\left(\frac{y^* - \mu(\mathbf{x})}{\sigma(\mathbf{x})}\right)$$

4. Run-to-Run (R2R) Control

4.1 EWMA Controller

Exponentially Weighted Moving Average prediction:

$$\hat{y}_{k+1} = \lambda y_k + (1-\lambda)\hat{y}_k$$

Where $\lambda \in (0,1]$ is the smoothing factor.

Recipe update:

$$x_{k+1} = x_k + G^{-1}(y_{\text{target}} - \hat{y}_{k+1})$$

Where $G = \frac{\partial y}{\partial x}$ is the process gain matrix.

4.2 Model Predictive Control (MPC)

Optimization problem:

$$\min_{\{u_k, \ldots, u_{k+N-1}\}} \sum_{j=0}^{N-1} \left[\|y_{k+j} - y_{\text{target}}\|_{\mathbf{Q}}^2 + \|\Delta u_{k+j}\|_{\mathbf{R}}^2\right]$$

Subject to:

$$\begin{aligned} \mathbf{x}_{k+j+1} &= \mathbf{A}\mathbf{x}_{k+j} + \mathbf{B}u_{k+j} \quad &\text{(state dynamics)} \\ y_{k+j} &= \mathbf{C}\mathbf{x}_{k+j} \quad &\text{(output equation)} \\ u_{\min} &\leq u_{k+j} \leq u_{\max} \quad &\text{(input constraints)} \end{aligned}$$

Where:

5. Mathematical Challenges

ChallengeMathematical Approach
High dimensionality ($n > 50$ parameters)PCA, PLS, sparse regression (LASSO), feature selection
Small datasets (limited wafer runs)Bayesian methods, transfer learning, multi-fidelity modeling
NonlinearityGPs, neural networks, tree ensembles (RF, XGBoost)
Equipment-to-equipment variationMixed-effects models, hierarchical Bayesian models
Drift over timeAdaptive/recursive estimation, change-point detection, Kalman filtering
Multiple correlated responsesMulti-task learning, co-kriging, multivariate GP
Missing dataEM algorithm, multiple imputation, probabilistic PCA

6. Dimensionality Reduction

6.1 Principal Component Analysis (PCA)

Objective:

$$\max_{\mathbf{w}} \quad \mathbf{w}^T\mathbf{S}\mathbf{w} \quad \text{s.t.} \quad \|\mathbf{w}\|_2 = 1$$

Where $\mathbf{S}$ is the sample covariance matrix.

Solution: Eigenvectors of $\mathbf{S}$

$$\mathbf{S} = \mathbf{W}\boldsymbol{\Lambda}\mathbf{W}^T$$

Reduced representation:

$$\mathbf{z} = \mathbf{W}_k^T(\mathbf{x} - \bar{\mathbf{x}})$$

Where $\mathbf{W}_k$ contains the top $k$ eigenvectors.

6.2 Partial Least Squares (PLS)

Objective: Maximize covariance between $\mathbf{X}$ and $\mathbf{Y}$

$$\max_{\mathbf{w}, \mathbf{c}} \quad \text{Cov}(\mathbf{Xw}, \mathbf{Yc}) \quad \text{s.t.} \quad \|\mathbf{w}\|=\|\mathbf{c}\|=1$$

7. Multi-Fidelity Optimization

Combine cheap simulations with expensive experiments:

Auto-regressive model (Kennedy-O'Hagan):

$$y_{\text{HF}}(\mathbf{x}) = \rho \cdot y_{\text{LF}}(\mathbf{x}) + \delta(\mathbf{x})$$

Where:

Multi-fidelity GP:

$$\begin{bmatrix} \mathbf{y}_{\text{LF}} \\ \mathbf{y}_{\text{HF}} \end{bmatrix} \sim \mathcal{N}\left(\mathbf{0}, \begin{bmatrix} \mathbf{K}_{\text{LL}} & \rho\mathbf{K}_{\text{LH}} \\ \rho\mathbf{K}_{\text{HL}} & \rho^2\mathbf{K}_{\text{LL}} + \mathbf{K}_{\delta} \end{bmatrix}\right)$$

8. Transfer Learning

Domain adaptation for tool-to-tool transfer:

$$y_{\text{target}}(\mathbf{x}) = y_{\text{source}}(\mathbf{x}) + \Delta(\mathbf{x})$$

Offset model (simple):

$$\Delta(\mathbf{x}) = c_0 \quad \text{(constant offset)}$$

Linear adaptation:

$$\Delta(\mathbf{x}) = \mathbf{c}^T\mathbf{x} + c_0$$

GP adaptation:

$$\Delta(\mathbf{x}) \sim \mathcal{GP}(0, k_\Delta)$$

9. Complete Optimization Framework

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  <text x="380" y="48" fill="#8b98a5" font-size="12" text-anchor="middle">Design of Experiments (DoE), Response Surface Methodology, and Bayesian Optimization</text>

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10. Equations:

Process Modeling

Model TypeEquation
Linear regression$y = \mathbf{X}\boldsymbol{\beta} + \varepsilon$
Quadratic RSM$y = \beta_0 + \sum_i \beta_i x_i + \sum_i \beta_{ii}x_i^2 + \sum_{i
Gaussian Process$y(\mathbf{x}) \sim \mathcal{GP}(m(\mathbf{x}), k(\mathbf{x},\mathbf{x}'))$
Neural Network$y = \sigma_L(\mathbf{W}_L\cdots\sigma_1(\mathbf{W}_1\mathbf{x}+\mathbf{b}_1)+\mathbf{b}_L)$

Optimization

FormulationEquation
Least squares$\min_\mathbf{x} \\mathbf{y}(\mathbf{x}) - \mathbf{y}_{\text{target}}\_2^2$
Robust$\min_\mathbf{x} \mathbb{E}[f] + \kappa\sqrt{\text{Var}[f]}$
Chance-constrained$\Pr(y \in \text{spec}) \geq 1-\alpha$
Expected Improvement$\text{EI}(\mathbf{x}) = (y^*-\mu)\Phi(z) + \sigma\phi(z)$

Run-to-Run Control

ControllerEquation
EWMA$\hat{y}_{k+1} = \lambda y_k + (1-\lambda)\hat{y}_k$
Recipe update$x_{k+1} = x_k + G^{-1}(y_{\text{target}} - \hat{y}_{k+1})$

Notation:

SymbolDescription
$\mathbf{x}$Recipe parameter vector
$\mathbf{y}$Process output vector
$n$Number of input parameters
$m$Number of outputs
$\boldsymbol{\beta}$Regression coefficients
$\mathcal{GP}$Gaussian Process
$k(\cdot,\cdot)$Kernel/covariance function
$\mu(\mathbf{x})$Predictive mean
$\sigma^2(\mathbf{x})$Predictive variance
$\mathbb{E}[\cdot]$Expectation operator
$\text{Var}[\cdot]$Variance operator
$\Phi(\cdot)$Standard normal CDF
$\phi(\cdot)$Standard normal PDF
$\boldsymbol{\xi}$Random disturbance/uncertainty
$G$Process gain matrix
LSL, USLLower/Upper Specification Limits
$C_{pk}$Process capability index
process optimizationrecipe optimizationresponse surface methodologyrsmgaussian processbayesian optimizationrun to run controlr2rrobust optimizationmulti-objective optimization

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