A “Coordinate-Columnwise” Exchange Algorithm for the Construction of Supersaturated, Saturated, and Non-Saturated Experimental Designs

SYNOPTIC ABSTRACT

We develop an exchange algorithm designed for linear models. We name it coordinate-columnwise exchange algorithm because it works columnwise, that is factor by factor, and it modifies a limited number of coordinates of the considered column at each iteration. Among its advantages, we can cite the speed of the updating process and its ability to accommodate for supersaturated, saturated and non-saturated designs. The assessment of its efficiency is based on different criteria (D-optimality, E(s²), N°, M°) and is compared to relevant results from the literature. The applicability of the algorithm to real problems is also tested.

Key Words:

• coordinate-columnwise exchange algorithm
• E(s²)-optimal design
• simulated annealing
• supersaturated design