Constructing Efficient Experimental Designs for Generalized Linear Models

Abstract

Exchange algorithms are popular for finding optimal or efficient designs for linear models, but there are few discussions of this type of algorithm for generalized linear models (GLMs) in literature. A new algorithm, generalized Coordinate Exchange Algorithm (gCEA), is developed in this article to construct efficient designs for GLMs. We compare the performance of the proposed algorithm with other optimization algorithms, including point exchange algorithm, columnwise-pairwise algorithm, simulated annealing and generic algorithm, and demonstrate the superior performance of this new algorithm.

Keywords:

• A-optimality
• Coordinate Exchange Algorithm
• Design of Experiments
• D-optimality
• I-optimality
• Robust design

Mathematics Subject Classification:

• Primary 62K05
• Secondary 62J12