Efficient algorithms for constructing D- and I-optimal exact designs for linear and non-linear models in mixture experiments

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 algorith...

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Detalles Bibliográficos
Autores: Martín, Raúl, García-Camacha, Irene, Torsney, Bernard
Tipo de recurso: artículo
Fecha de publicación:2019
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2117/178518
Acceso en línea:https://hdl.handle.net/2117/178518
Access Level:acceso abierto
Palabra clave:Optimal experimental design
D-optimality
I-optimality
mixture experiments
multiplicative algorithm
genetic algorithm
exact designs
Classificació AMS::62 Statistics::62K Design of experiments
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
Descripción
Sumario: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.