Efficient algorithms for constructing D- and I-optimal exact designs for linear and non-linear models in mixture experiments
| Autor: | Martín Martín, Raúl, García Camacha Gutiérrez, Irene, Torsney, Bernard |
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| Rok vydání: | 2019 |
| Předmět: |
D-optimality
Exact designs 62 Statistics::62K Design of experiments [Classificació AMS] Genetic algorithm Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC] Optimal experimental design Multiplicative algorithm 62-K05 Mixture experiments I-optimality Optimal experimental design D-optimality I-optimality mixture experiments multiplicative algorithm genetic algorithm exact designs |
| Zdroj: | SORT-Statistics and Operations Research Transactions; 2019: Vol.: 43 Núm.: 1 January-June; p. 163-190 oai:raco.cat:article/356187 RUIdeRA. Repositorio Institucional de la UCLM instname UPCommons. Portal del coneixement obert de la UPC Universitat Politècnica de Catalunya (UPC) RUIdeRA: Repositorio Institucional de la UCLM Universidad de Castilla-La Mancha Repositori Institucional de la Universitat Rovira i Virgili Dipòsit Digital de Documents de la UAB Universitat Autònoma de Barcelona |
| ISSN: | 1696-2281 |
| Popis: | The problem of finding optimal exact designs is more challenging than that of approximate optimal designs. In the present paper, we develop two efficient algorithms to numerically construct exact designs for mixture experiments. The first is a novel approach to the well-known multiplicative algorithm based on sets of permutation points, while the second uses genetic algorithms. Using (i) linear and non-linear models, (ii) D/- and I-optimality criteria, and (iii) constraints on the ingredients, both approaches are explored through several practical problems arising in the chemical, pharmaceutical and oil industry. |
| Databáze: | OpenAIRE |
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