Combined algorithm to compute D-optimal designs
نویسندگان
چکیده
منابع مشابه
D-optimal designs via a cocktail algorithm
A fast new algorithm is proposed for numerical computation of (approximate) D-optimal designs. This cocktail algorithm extends the well-known vertex direction method (VDM; Fedorov 1972) and the multiplicative algorithm (Silvey, Titterington and Torsney, 1978), and shares their simplicity and monotonic convergence properties. Numerical examples show that the cocktail algorithm can lead to dramat...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2015
ISSN: 0377-0427
DOI: 10.1016/j.cam.2014.10.010