Generating exact D-optimal designs for polynomial models
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).
Recommendations
Comments
Information & Contributors
Information
Published In
Sponsors
- SIGSIM: ACM Special Interest Group on Simulation and Modeling
- SCS: Society for Modeling and Simulation International
Publisher
Society for Computer Simulation International
San Diego, CA, United States
Publication History
Published: 25 March 2007
Check for updates
Author Tags
Qualifiers
- Research-article
Contributors
Other Metrics
Bibliometrics & Citations
Bibliometrics
Article Metrics
- 0Total Citations
- 70Total Downloads
- Downloads (Last 12 months)0
- Downloads (Last 6 weeks)0
Reflects downloads up to 05 Mar 2025
Other Metrics
Citations
View Options
Login options
Check if you have access through your login credentials or your institution to get full access on this article.
Sign in