Random search algorithm for optimal mixture experimental design
Guanghui Li and
Chongqi Zhang
Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 6, 1413-1422
Abstract:
It is well known that it is difficult to obtain an accurate optimal design for a mixture experimental design with complex constraints. In this article, we construct a random search algorithm which can be used to find the optimal design for mixture model with complex constraints. First, we generate an initial set by the Monte-Carlo method, and then run the random search algorithm to get the optimal set of points. After that, we explain the effectiveness of this method by using two examples.
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1413-1422
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DOI: 10.1080/03610926.2017.1321122
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