| Generating exact D-optimal designs for polynomial models |
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Spring Simulation Multiconference
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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
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Author
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Jacob E. Boon
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The Johns Hopkins University Applied Physics Laboratory, Laurel, MD
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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.
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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).
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