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Optimal exact designs of experiments via Mixed Integer Nonlinear Programming

  • Author(s): Duarte, Belmiro P.M.;
  • Granjo, Jose F.O.;
  • Wong, Weng Kee
  • et al.

Optimal exact designs are problematic to find and study because there is no unified theory for determining them and studyingtheir properties. Each has its own challenges and when a method exists to confirm the design optimality, it is invariablyapplicable to the particular problem only.We propose a systematic approach to construct optimal exact designs by incorporatingthe Cholesky decomposition of the Fisher Information Matrix in a Mixed Integer Nonlinear Programming formulation. Asexamples, we apply the methodology to find D- and A-optimal exact designs for linear and nonlinear models using global orlocal optimizers. Our examples include design problems with constraints on the locations or the number of replicates at theoptimal design points.

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