Some refinements on Fedorov’s algorithms for constructing D-optimal designs

Luai Al Labadi

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

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 languageEnglish
Pages (from-to)53-70
Number of pages18
JournalBrazilian Journal of Probability and Statistics
Volume29
Issue number1
DOIs
Publication statusPublished - 2015
Externally publishedYes

Keywords

  • D-optimal design
  • Fedorov’s exchange algorithm
  • Fedorov’s sequential algorithm
  • General equivalence theorem

ASJC Scopus subject areas

  • Statistics and Probability

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