A Simulated Annealing Algorithm for D-Optimal Design for 2-Way and 3-Way Polynomial Regression with Correlated Observations

[摘要] Much of the previous work in D-optimal design for regression models with correlated errors focused on polynomial models with a single predictor variable, in large part because of the intractability of an analytic solution. In this paper, we present a modified, improved simulated annealing algorithm, providing practical approaches to specifications of the annealing cooling parameters, thresholds, and search neighborhoods for the perturbation scheme, which finds approximate D-optimal designs for 2-way and 3-way polynomial regression for a variety of specific correlation structures with a given correlation coefficient. Results in each correlated-errors case are compared with traditional simulated annealing algorithm, that is, the SA algorithm without our improvement. Our improved simulated annealing results had generally higher D-efficiency than traditional simulated annealing algorithm, especially when the correlation parameter was well away from 0.

[学科分类] 应用数学