A comparison of general-purpose optimization algorithms forfinding optimal approximate experimental designs
- Author(s): Garcia-Rodenas, Ricardo
- Garcia-Garcia, Jose Carlos
- Lopez-Fidalgo, Jesus
- Martin-Baos, Jose Angel
- Wong, Weng Kee
- et al.
Published Web Locationhttps://doi.org/10.1016/j.csda.2019.106844
Several common general purpose optimization algorithms are compared for findingA- and D-optimal designs for different types of statistical models of varying complexity,including high dimensional models with five and more factors. The algorithms of interestinclude exact methods, such as the interior point method, the Nelder–Mead method, theactive set method, the sequential quadratic programming, and metaheuristic algorithms,such as particle swarm optimization, simulated annealing and genetic algorithms.Several simulations are performed, which provide general recommendations on theutility and performance of each method, including hybridized versions of metaheuristicalgorithms for finding optimal experimental designs. A key result is that general-purposeoptimization algorithms, both exact methods and metaheuristic algorithms, perform wellfor finding optimal approximate experimental designs.