Combined algorithm to compute D-optimal designs

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:278

Article

Martin Martin, Raul¹  Camacha Gutierrez, Irene Garcia¹ 

[1] Univ Castilla La Mancha, Dept Math, Toledo, Spain

关键词: D-optimum design;    Multiplicative algorithm;    Wynn-Fedorov algorithm;    Combined algorithm;   

DOI  :  10.1016/j.cam.2014.10.010

来源: Elsevier

【 摘 要 】

Algorithmic techniques for computing optimal designs continue being a need in the optimal experimental design field. The increasing interest in finding the optimal experimental conditions makes that new methods are demanded for more complex frameworks showing more realistic situations. Numerical techniques are often the unique viable option for computing these designs since to tackle analytically the problem results impracticable in most of cases. Wynn-Fedorov algorithm, multiplicative algorithm and their modifications are the more frequently used methods in the literature for computing D-optimal designs. However, they are not always suitable and efficient to compute optimal designs since their procedures are very limited by the computational requirements. A new algorithm to obtain D-optimal designs is proposed in this paper. It is based on combining suitable strategies followed by the traditional algorithms. A proof of the convergence is provided and several numerical examples are presented to illustrate its improved results. (C) 2014 Elsevier B.V. All rights reserved.

【 授权许可】

Free