Efficient algorithms for constructing D- and I-optimal exact designs for linear and non-linear models in mixture experiments

• Autores: Raúl Martín Martín, Irene García Camacha Gutiérrez, Bernard Torsney
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 43, Nº. 1, 2019, págs. 163-190
• Idioma: inglés
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• Resumen

  • The problem of finding optimal exact designs is more challenging than that of approximate optimal designs. In the present paper, we develop two efficient algorithms to numerically construct exact designs for mixture experiments. The first is a novel approach to the well-known multiplicative algorithm based on sets of permutation points, while the second uses genetic algorithms. Using (i) linear and non-linear models, (ii) D- and I-optimality criteria, and (iii) constraints on the ingredients, both approaches are explored through several practical problems arising in the chemical, pharmaceutical and oil industry.