Resource title

Improving updating rules in multiplicativealgorithms for computing D-optimal designs

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Resource description

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 amonotonicity 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 specialcases. We provide numerical results demonstrating the efficiency of the proposed methods and discuss several extensions to other optimality criteria.

Resource author

Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky

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Resource publish date

Resource language

eng

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text/html

Resource resource URL

http://hdl.handle.net/10419/25010

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Adapt according to the presented license agreement and reference the original author.