Improving updating rules in multiplicative algorithms for computing D-optimal designs
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Date
2007-10-25T11:58:11Z
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Abstract
In this paper we discuss a class of multiplicative algorithms for computing
D-optimal designs for regression models on a finite design space. We prove a
monotonicity result for a sequence of determinants obtained by the iterations,
and as a consequence the procedure yields a sequence of designs converging to
the D-optimal design. The class of algorithms is indexed by a real parameter
and contains two algorithms considered by Titterington (1976, 1978) as special
cases. We provide numerical results demonstrating the efficiency of the proposed
methods and discuss several extensions to other optimality criteria.
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Keywords
D-optimal design, Finite design space, Minimal covering ellipsoid, Multiplicative algorithm