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February 2015 Some refinements on Fedorov’s algorithms for constructing D-optimal designs
Luai Al Labadi
Braz. J. Probab. Stat. 29(1): 53-70 (February 2015). DOI: 10.1214/13-BJPS228

Abstract

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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Luai Al Labadi. "Some refinements on Fedorov’s algorithms for constructing D-optimal designs." Braz. J. Probab. Stat. 29 (1) 53 - 70, February 2015. https://doi.org/10.1214/13-BJPS228

Information

Published: February 2015
First available in Project Euclid: 30 October 2014

zbMATH: 1329.62348
MathSciNet: MR3299107
Digital Object Identifier: 10.1214/13-BJPS228

Rights: Copyright © 2015 Brazilian Statistical Association

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Vol.29 • No. 1 • February 2015
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