Abstract

Exchange algorithms are popular for finding optimal or efficient designs for linear models, but there are few discussions of this type of algorithm for generalized linear models (GLMs) in literature. A new algorithm, generalized Coordinate Exchange Algorithm (gCEA), is developed in this article to construct efficient designs for GLMs. We compare the performance of the proposed algorithm with other optimization algorithms, including point exchange algorithm, columnwise-pairwise algorithm, simulated annealing and generic algorithm, and demonstrate the superior performance of this new algorithm.

Original languageEnglish (US)
Pages (from-to)2827-2845
Number of pages19
JournalCommunications in Statistics: Simulation and Computation
Volume45
Issue number8
DOIs
StatePublished - Sep 13 2016

Keywords

  • A-optimality
  • Coordinate Exchange Algorithm
  • D-optimality
  • Design of Experiments
  • I-optimality
  • Robust design

ASJC Scopus subject areas

  • Modeling and Simulation
  • Statistics and Probability

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