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A Simulated Annealing Algorithm for D-Optimal Design for 2-Way and 3-Way Polynomial Regression with Correlated Observations.
- Source :
-
Journal of Applied Mathematics . 2014, p1-6. 6p. - Publication Year :
- 2014
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 1110757X
- Database :
- Academic Search Index
- Journal :
- Journal of Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 100493416
- Full Text :
- https://doi.org/10.1155/2014/746914