Efficient computational algorithm for optimal continuous experimental designs

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof of the monotonic convergence for D-optimal criterion on continuous design spaces is provided. We further show that the proposed algorithm converges to the D-optimal design. We also provide an algorithm for the A-optimality and conjecture that the algorithm converges monotonically on continuous design spaces. Different numerical examples are used to demonstrate the usefulness and performance of the proposed algorithms. (C) 2018 Elsevier B.V. All rights reserved.