最优连续试验设计的有效计算算法
Efficient Computational Algorithm for Optimal Continuous Experimental Designs
摘要：
提出了一种计算线性模型连续最优试验设计的简单而有效的算法。给出了连续设计空间上$D$ -最优准则单调收敛的另一种证明.我们进一步表明，该算法收敛到$D$ -最优设计。我们还提供了一个算法的$A$ -最优性和猜想，该算法收敛单调连续设计空间。不同的数值例子被用来证明所提出的算法的实用性和性能。
英文摘要：
A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are provided. We further show that the proposed algorithm converges to the $D$-optimal design. We also provide an algorithm for the $A$-optimality and conjecture that the algorithm convergence monotonically on continuous design spaces. Different numerical examples are used to demonstrated the usefulness and performance of the proposed algorithms.
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