Improved G-Optimal Designs for Small Exact Response Surface Scenarios: Fast and Efficient Generation via Particle Swarm Optimization

Abstract

G-optimal designs are those which minimize the worst-case prediction variance. Thus, such designs are of interest if prediction is a primary component of the post-experiment analysis and decision making. G-optimal designs have not attained widespread use in practical applications, in part, because they are difficult to compute. In this paper, we review the last two decades of algorithm development for generating exact G-optimal designs. To date, Particle Swarm Optimization (PSO) has not been applied to construct exact G-optimal designs for small response surface scenarios commonly encountered in industrial settings. We were able to produce improved G-optimal designs for the second-order model and several sample sizes under experiments with K=1,2,3,4, and 5 design factors using an adaptation of PSO. Thereby, we publish updated knowledge on the best-known exact G-optimal designs. We compare computing cost/time and algorithm efficacy to all previous published results including those generated by the current state-of-the-art (SOA) algorithm, the G(Iλ)-coordinate exchange. PSO is hereby demonstrated to produce better designs than the SOA at commensurate cost. In all, the results of this paper suggest PSO should be adopted by more practitioners as a tool for generating exact optimal designs.