Efficient algorithms for constructing D- and I-optimal exact designs for linear and non-linear models in mixture experiments
Martín Martín, Raúl (Universidad de Castilla-La Mancha)
García Camacha Gutiérrez, Irene (Universidad de Castilla-La Mancha)
Torsney, Bernard (University of Glasgow. School of Mathematics & Statistics)

Date:	2019
Abstract:	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.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Optimal experimental design ; D-optimality ; I-optimality ; Mixture experiments ; Multiplicative algorithm ; Genetic algorithm ; Exact designs
Published in:	SORT : statistics and operations research transactions, Vol. 43 Núm. 1 (January-June 2019) , p. 163-190 (Articles) , ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/356187
DOI: 10.2436/20.8080.02.84

28 p, 436.1 KB

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