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Generating exact D-optimal designs for polynomial models

Published: 25 March 2007 Publication History

Abstract

This paper compares several optimization algorithms that can be used to generate exact D-optimal designs (i.e., designs for a specified number of runs) for any polynomial model. The merits and limitations of each algorithm are demonstrated on several low-order polynomial models, with numerical results verified against analytical results. The efficiencies -- with respect to estimating model parameters --of the D-optimal designs are also compared to the efficiencies of one commonly used class of experimental designs: fractional factorial designs. In the examples discussed, D-optimal designs are significantly more efficient than fractional factorial designs when the number of runs is close to the number of parameters in the model.

References

[1]
Atkinson, A. C. and Donev, A. N. (1992). Optimum Experimental Designs. Oxford University Press, Oxford.
[2]
Box, M. J. and Draper, N. R. (1971). "Factorial Designs, the |XT X| Criterion, and Some Related Matters." Technometrics Vol. 13 Issue 4. 731--742.
[3]
Goel, T., Haftka, R. T., Papila, M., Shyy, W. (2006). "Generalized Pointwise Bias Error Bounds for Response Surface Approximations." International Journal for Numerical Methods in Engineering Vol. 65 Is. 12. 2035--2059.
[4]
Goos, P., Kobilinsky A., O'Brien T. E., and Vandebroek, M. (2005). "Model-Robust and Model-Sensitive Designs." Computational Statistics & Data Analysis Vol. 49. 201--216.
[5]
Spall, J. C. (2003). Introduction to Stochastic Search and Optimization. John Wiley & Sons, Inc., Hoboken, New Jersey.
[6]
Spall, J. C., Hill, S. D., and Stark, D. R. (2006). "Theoretical Framework for Comparing Several Stochastic Optimization Approaches," in Probabilistic and Randomized Methods for Design under Uncertainty (G. Calafiore and F. Dabbene, eds.). Springer-Verlag, London, Chapter 3 (pp. 99--117).

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cover image ACM Conferences
SpringSim '07: Proceedings of the 2007 spring simulation multiconference - Volume 3
March 2007
351 pages
ISBN:1565553144

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Society for Computer Simulation International

San Diego, CA, United States

Publication History

Published: 25 March 2007

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Author Tags

  1. general linear regression
  2. mathematical optimization
  3. optimal experimental design

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