Brazilian Journal of Probability and Statistics

Some refinements on Fedorov’s algorithms for constructing D-optimal designs

Luai Al Labadi

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Well-known and widely used algorithms for constructing D-optimal designs are Fedorov’s sequential algorithm and Fedorov’s exchange algorithm. In this paper, we modify these two algorithms by adding or exchanging two or more points simultaneously at each step. This will significantly reduce the number of steps needed to construct a D-optimal design. We also prove the convergence of the proposed sequential algorithm to a D-optimal design. Optimal designs for rational regression are used as an illustration.

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Braz. J. Probab. Stat., Volume 29, Number 1 (2015), 53-70.

First available in Project Euclid: 30 October 2014

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D-optimal design Fedorov’s exchange algorithm Fedorov’s sequential algorithm General equivalence theorem


Al Labadi, Luai. Some refinements on Fedorov’s algorithms for constructing D-optimal designs. Braz. J. Probab. Stat. 29 (2015), no. 1, 53--70. doi:10.1214/13-BJPS228.

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