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A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs

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  • García-Ródenas, Ricardo
  • García-García, José Carlos
  • López-Fidalgo, Jesús
  • Martín-Baos, José Ángel
  • Wong, Weng Kee

Abstract

Several common general purpose optimization algorithms are compared for finding A- 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 interest include exact methods, such as the interior point method, the Nelder–Mead method, the active 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 the utility and performance of each method, including hybridized versions of metaheuristic algorithms for finding optimal experimental designs. A key result is that general-purpose optimization algorithms, both exact methods and metaheuristic algorithms, perform well for finding optimal approximate experimental designs.

Suggested Citation

  • García-Ródenas, Ricardo & García-García, José Carlos & López-Fidalgo, Jesús & Martín-Baos, José Ángel & Wong, Weng Kee, 2020. "A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    • Handle: RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319301999
    DOI: 10.1016/j.csda.2019.106844
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    Cited by:

    1. Rios, Nicholas & Winker, Peter & Lin, Dennis K.J., 2022. "TA algorithms for D-optimal OofA Mixture designs," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
    2. Chen, Ping-Yang & Chen, Ray-Bing & Chen, Yu-Shi & Wong, Weng Kee, 2023. "Numerical Methods for Finding A-optimal Designs Analytically," Econometrics and Statistics, Elsevier, vol. 28(C), pages 155-162.
    3. Nedka Dechkova Nikiforova & Rossella Berni & Jesús Fernando López‐Fidalgo, 2022. "Optimal approximate choice designs for a two‐step coffee choice, taste and choice again experiment," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1895-1917, November.
    4. Kao, Ming-Hung & Khogeer, Hazar, 2021. "Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
    5. Wael Korani & Malek Mouhoub, 2021. "Review on Nature-Inspired Algorithms," SN Operations Research Forum, Springer, vol. 2(3), pages 1-26, September.
    6. Ul Hassan, Mahmood & Miller, Frank, 2021. "An exchange algorithm for optimal calibration of items in computerized achievement tests," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).

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