Efficient computational algorithm for optimal continuous experimental designs

Abstract

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof of the monotonic convergence for D -optimal criterion on continuous design spaces is provided. We further show that the proposed algorithm converges to the D -optimal design. We also provide an algorithm for the A -optimality and conjecture that the algorithm converges monotonically on continuous design spaces. Different numerical examples are used to demonstrate the usefulness and performance of the proposed algorithms.