Title
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An iterated local search algorithm for the construction of large scale D-optimal experimental designs
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Author
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Abstract
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We focus on the D-optimal design of screening experiments involving main-eects regression models, especially with large numbers of factors and observations. We propose a new selection strategy for the coordinate-exchange algorithm based on an orthogonality measure of the design. Computational exper- iments show that this strategy nds better designs within an execution time that is 30% shorter than other strategies. We also provide strong evidence that the use of the prediction variance as a selection strategy does not provide any added value in comparison to simpler selection strategies. Additionally, we propose a new iterated local search algorithm for the construction of D-optimal experimental designs. This new algorithm clearly outperforms the original coordinate-exchange algorithm. |
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Language
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English
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Source (series)
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Research paper / University of Antwerp, Faculty of Applied Economics ; 2013:006
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Publication
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Antwerp
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UA
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2013
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Volume/pages
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20 p.
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Full text (open access)
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