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Dette, Holger
Pepelyshev, Andrey
Zhigljavsky, Anatoly
Year of Publication: 
Series/Report no.: 
Technical Report No. 2007,28
In this paper we discuss a class of multiplicative algorithms for computing D-optimal designs for regression models on a finite design space. We prove amonotonicity result for a sequence of determinants obtained by the iterations,and as a consequence the procedure yields a sequence of designs converging to the D-optimal design. The class of algorithms is indexed by a real parameter and contains two algorithms considered by Titterington (1976, 1978) as specialcases. We provide numerical results demonstrating the efficiency of the proposed methods and discuss several extensions to other optimality criteria.
D-optimal design
finite design space
multiplicative algorithm
minimal covering ellipsoid
Document Type: 
Working Paper

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