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Generating exact D-optimal designs for polynomial models
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Source Spring Simulation Multiconference archive
Proceedings of the 2007 spring simulation multiconference - Volume 3 table of contents
Norfolk, Virginia
SESSION: Model analysis/simulation technology II table of contents
Pages 121-126  
Year of Publication: 2007
ISBN:1-56555-314-4
Author
Jacob E. Boon  The Johns Hopkins University Applied Physics Laboratory, Laurel, MD
Sponsors
SCS : Society for Modeling and Simulation International
ACM/SIGSIM : Association for Computing Machinery/Special Interest Group on Simulation
Publisher
Bibliometrics
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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

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
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Atkinson, A. C. and Donev, A. N. (1992). Optimum Experimental Designs. Oxford University Press, Oxford.
 
2
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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.
 
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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).