期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2015
卷号：29
期号：1
页码：53-70
DOI：10.1214/13-BJPS228
语种：English
出版社：Brazilian Statistical Association
摘要：Well-known and widely used algorithms for constructing D-optimal designs are Fedorov’s sequential algorithm and Fedorov’s exchange algorithm. In this paper, we modify these two algorithms by adding or exchanging two or more points simultaneously at each step. This will significantly reduce the number of steps needed to construct a D-optimal design. We also prove the convergence of the proposed sequential algorithm to a D-optimal design. Optimal designs for rational regression are used as an illustration.
