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Efficient Computational Algorithm for Optimal Continuous Experimental Designs

2018/04/08 by Jiangtao Duan, Wei Gao, Duan, Jiangtao +3
Computer Science · Decision Sciences · Engineering · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Computation (stat.CO) #FOS: Computer and information sciences #Optimal Experimental Design Methods #Piezoelectric Actuators and Control #stat.CO

paper · pdf · doi:10.48550/arxiv.1804.02655

arxiv created 2018/04/08 · openalex publication_date 2018/04/08 · arxiv updated 2018/04/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for D-optimal criterion on continuous design spaces are provided. We further show that the proposed algorithm converges to the D-optimal design. We also provide an algorithm for the A-optimality and conjecture that the algorithm convergence monotonically on continuous design spaces. Different numerical examples are used to demonstrated the usefulness and performance of the proposed algorithms.

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