Random generation of optimal saturated designs
Computation
2013-03-29 v2
Abstract
Efficient algorithms for searching for optimal saturated designs are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they do not guarantee a \emph{global} optimal design. Indeed, they start from an initial random design and find a local optimal design. If the initial design is changed the optimum found will, in general, be different. A natural question arises. Should we stop at the design found or should we run the algorithm again in search of a better design? This paper uses very recent methods and software for discovery probability to support the decision to continue or stop the sampling. A software tool written in SAS has been developed.
Cite
@article{arxiv.1303.6529,
title = {Random generation of optimal saturated designs},
author = {Roberto Fontana},
journal= {arXiv preprint arXiv:1303.6529},
year = {2013}
}