A comparison of algorithms for constructing exact d-optimal designs

R. Dennis Cook; Christopher J. Nachtrheim

doi:10.1080/00401706.1980.10486162

A comparison of algorithms for constructing exact d-optimal designs

R. Dennis Cook, Christopher J. Nachtrheim

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Abstract

An empirical comparison of existing algorithms for the computer generation of exact D-optimal experimental designs is carried out. Among algorithms considered were those due to Wyrnn, Mitchell, Fedorov, and Van Schalkwyk. A procedure for rounding off approximate designs as suggested by Kiefer is also evaluated. A modification of the Fedorov algorithm is given and shown to effect substantial decreases in the computer time required for design generation.

Original language	English (US)
Pages (from-to)	315-324
Number of pages	10
Journal	Technometrics
Volume	22
Issue number	3
DOIs	https://doi.org/10.1080/00401706.1980.10486162
State	Published - Aug 1980

Bibliographical note

Funding Information:
R. D. Cook is a Visiting Staff Member of the Los Alamos Scientific Laboratory. This work was partially performed under the auspices of the United States Department of Energy (Contract W-7405 ENG.36).

Keywords

Computer search
D-optimality
Exchange algorithm
Mixture designs
Optimal designs

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10.1080/00401706.1980.10486162

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N2 - An empirical comparison of existing algorithms for the computer generation of exact D-optimal experimental designs is carried out. Among algorithms considered were those due to Wyrnn, Mitchell, Fedorov, and Van Schalkwyk. A procedure for rounding off approximate designs as suggested by Kiefer is also evaluated. A modification of the Fedorov algorithm is given and shown to effect substantial decreases in the computer time required for design generation.

AB - An empirical comparison of existing algorithms for the computer generation of exact D-optimal experimental designs is carried out. Among algorithms considered were those due to Wyrnn, Mitchell, Fedorov, and Van Schalkwyk. A procedure for rounding off approximate designs as suggested by Kiefer is also evaluated. A modification of the Fedorov algorithm is given and shown to effect substantial decreases in the computer time required for design generation.

KW - Computer search

KW - D-optimality

KW - Exchange algorithm

KW - Mixture designs

KW - Optimal designs

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A comparison of algorithms for constructing exact d-optimal designs

Abstract

Bibliographical note

Keywords

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