Title
Optimal design of large-scale screening experiments : a critical look at the coordinate-exchange algorithm Optimal design of large-scale screening experiments : a critical look at the coordinate-exchange algorithm
Author
Faculty/Department
Faculty of Applied Economics
Publication type
article
Publication
London ,
Subject
Economics
Mathematics
Computer. Automation
Source (journal)
Statistics and computing. - London
Volume/pages
26(2016) :1-2 , p. 15-28
ISSN
0960-3174
ISI
000373347100002
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
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.
E-info
https://repository.uantwerpen.be/docman/iruaauth/15b06d/130769.pdf
Full text (open access)
https://repository.uantwerpen.be/docman/irua/eccec1/130769.pdf
E-info
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Handle