Abstract
Well-known and widely used algorithms for constructing Doptimal 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.
Original language | English |
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Pages (from-to) | 53-70 |
Number of pages | 18 |
Journal | Brazilian Journal of Probability and Statistics |
Volume | 29 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2015 |
Externally published | Yes |
Keywords
- D-optimal design
- Fedorov’s exchange algorithm
- Fedorov’s sequential algorithm
- General equivalence theorem
ASJC Scopus subject areas
- Statistics and Probability