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 language | English (US) |
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Pages (from-to) | 2827-2845 |
Number of pages | 19 |
Journal | Communications in Statistics: Simulation and Computation |
Volume | 45 |
Issue number | 8 |
DOIs | |
State | Published - 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