A0479
Title: A comparative study of methods for constructing optimal designs
Authors: Akram Mahmoudi - Jönköping International Business School (Sweden) [presenting]
Saumen Mandal - University of Manitoba (Canada)
Abstract: Owing to the widespread application of optimal designs, the motivation is to study some methods of optimum designs. Therefore, some methods are studied to construct approximate optimal designs. Some of these methods are gradient-based algorithms while some others are gradient-free algorithms. A comprehensive simulation study is done to study and compare the performance of the aforementioned methods. In particular, a rigorous study of a class of multiplicative algorithms is made. Then by using the properties of the directional derivatives of the criterion under study, attempts are done to improve convergence. Further, these methods are extended, and some strategies for constructing optimal designs are developed. Finally, a practical model in chemistry will be considered to illustrate the performance of the proposed methods.
