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Random search algorithm for optimal mixture experimental design

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  • Guanghui Li
  • Chongqi Zhang

Abstract

It is well known that it is difficult to obtain an accurate optimal design for a mixture experimental design with complex constraints. In this article, we construct a random search algorithm which can be used to find the optimal design for mixture model with complex constraints. First, we generate an initial set by the Monte-Carlo method, and then run the random search algorithm to get the optimal set of points. After that, we explain the effectiveness of this method by using two examples.

Suggested Citation

  • Guanghui Li & Chongqi Zhang, 2018. "Random search algorithm for optimal mixture experimental design," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(6), pages 1413-1422, March.
    • Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1413-1422
    DOI: 10.1080/03610926.2017.1321122
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