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An iterated local search algorithm for the construction of large scale D-optimal experimental designs

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  • CUERVO, Daniel Palhazi
  • GOOS, Peter
  • SÖRENSEN, Kenneth

Abstract

We focus on the D-optimal design of screening experiments involving main-effects regression models, especially with large numbers of factors and observations. We propose a new selection strategy for the coordinate-exchange algorithm based on an orthogonality measure of the design. Computational experiments show that this strategy finds better designs within an execution time that is 30% shorter than other strategies. We also provide strong evidence that the use of the prediction variance as a selection strategy does not provide any added value in comparison to simpler selection strategies. Additionally, we propose a new iterated local search algorithm for the construction of D-optimal experimental designs. This new algorithm clearly outperforms the original coordinate-exchange algorithm.

Suggested Citation

  • CUERVO, Daniel Palhazi & GOOS, Peter & SÖRENSEN, Kenneth, 2013. "An iterated local search algorithm for the construction of large scale D-optimal experimental designs," Working Papers 2013006, University of Antwerp, Faculty of Applied Economics.
  • Handle: RePEc:ant:wpaper:2013006
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    References listed on IDEAS

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    1. Grace Montepiedra, 1998. "Application of genetic algorithms to the construction of exact D-optimal designs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(6), pages 817-826.
    2. Arnouts, Heidi & Goos, Peter, 2010. "Update formulas for split-plot and block designs," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3381-3391, December.
    3. Nguyen, Nam-Ky & Miller, Alan J., 1992. "A review of some exchange algorithms for constructing discrete D-optimal designs," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 489-498, November.
    4. Lejeune, Miguel A., 2003. "Heuristic optimization of experimental designs," European Journal of Operational Research, Elsevier, vol. 147(3), pages 484-498, June.
    5. Sung Jung, Joo & Jin Yum, Bong, 1996. "Construction of exact D-optimal designs by tabu search," Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 181-191, February.
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    More about this item

    Keywords

    Optimal design of experiments; D-optimality criterion; Metaheuristic; Iterated local search; Coordinate-exchange algorithm;

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