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arXiv · 1804.02655

Efficient Computational Algorithm for Optimal Continuous Experimental Designs

Jiangtao Duan·Wei Gao·Hon Keung Tony Ng
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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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Jiangtao Duan, Wei Gao, Hon Keung Tony Ng. 2018-04-08. Efficient Computational Algorithm for Optimal Continuous Experimental Designs. https://arxiv.org/abs/1804.02655

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