Efficient Computational Algorithm for Optimal Continuous Experimental Designs

04/08/2018

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by   Jiangtao Duan, et al.

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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.