Monotonic convergence is established for a general class of multiplicative algorithms introduced by Silvey, Titterington and Torsney [Comm. Statist. Theory Methods 14 (1978) 1379–1389] for computing optimal designs. A conjecture of Titterington [Appl. Stat. 27 (1978) 227–234] is confirmed as a consequence. Optimal designs for logistic regression are used as an illustration.
"Monotonic convergence of a general algorithm for computing optimal designs." Ann. Statist. 38 (3) 1593 - 1606, June 2010. https://doi.org/10.1214/09-AOS761