Title
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Optimal design of large-scale screening experiments : a critical look at the coordinate-exchange algorithm
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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-effects 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 experiments show that this strategy finds 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 outperforms the original coordinate-exchange algorithm. |
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Language
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English
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Source (journal)
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Statistics and computing. - London, 1991, currens
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Publication
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London
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Chapman & Hall
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2016
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ISSN
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0960-3174
[print]
1573-1375
[online]
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DOI
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10.1007/S11222-014-9467-Z
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Volume/pages
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26
:1-2
(2016)
, p. 15-28
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ISI
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000373347100002
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Full text (Publisher's DOI)
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Full text (open access)
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Full text (publisher's version - intranet only)
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