Exact optimal experimental designs with constraints |
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Authors: | Mercedes Esteban-Bravo Agata Leszkiewicz Jose M Vidal-Sanz |
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Institution: | 1.Department of Business Administration,Universidad Carlos III de Madrid,Getafe,Spain;2.Center for Excellence in Brand and Customer Management,Robinson College of Business, Georgia State University,Atlanta,USA |
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Abstract: | The experimental design literature has produced a wide range of algorithms optimizing estimator variance for linear models where the design-space is finite or a convex polytope. But these methods have problems handling nonlinear constraints or constraints over multiple treatments. This paper presents Newton-type algorithms to compute exact optimal designs in models with continuous and/or discrete regressors, where the set of feasible treatments is defined by nonlinear constraints. We carry out numerical comparisons with other state-of-art methods to show the performance of this approach. |
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