Abstract
We introduce a new algorithm for generating near G-optimal designs for second-order models over cuboidal regions. The algorithm involves the use of Brent's minimization algorithm with coordinate exchange to create designs for 2 to 5 factors. Designs created using this new method either match or exceed the G-efficiency of previously reported designs. We also introduce a new graphical tool, the variance ratio fraction of design space (VRFDS) plot, which is useful for easy comparison of the prediction variance for competing designs over a given region of interest. Using the VRFDS plot to compare G-optimal designs to I-optimal designs shows that the G-optimal designs have higher prediction variance over the vast majority of the design region. This suggests that, for many response surface studies, G-optimal designs may not be the best choice.
Original language | English (US) |
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Pages (from-to) | 3-20 |
Number of pages | 18 |
Journal | Journal of Quality Technology |
Volume | 42 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2010 |
Keywords
- Computer-generated designs
- D-efficiency
- Fraction of design space plots
- G-efficiency
- I-efficiency
- Optimality criteria
- Prediction variance
ASJC Scopus subject areas
- Safety, Risk, Reliability and Quality
- Strategy and Management
- Management Science and Operations Research
- Industrial and Manufacturing Engineering