E(s2)-optimal and minimax-optimal cyclic supersaturated designs via multi-objective simulated annealing

被引:20
|
作者
Koukouvinos, Christos [1 ]
Mylona, Kalliopi [1 ]
Simos, Dimitris E. [1 ]
机构
[1] Natl Tech Univ Athens, Dept Math, GR-15773 Athens, Greece
关键词
cyclic generator; E(s(2))-optimality; factorial designs; metaheuristics; mini max-optimality; multi-objective optimization; simulated annealing; supersaturated designs;
D O I
10.1016/j.jspi.2007.05.044
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we are interested in finding E(s(2))-optimal and minimax-optimal, two level cyclic structured supersaturated designs through a metaheuristic approach guided via multi-objective simulated annealing (SA). Our construction method is based on cyclic generators. This class of metaheuristics enabled us to build supersaturated designs for q = 2, 4,..., 14 generators. Comparisons are made with previous works and it is shown that SA gives promising results for supersaturated designs that satisfy more than one optimality property. Furthermore, we provide some lower bounds and explicit formulas for the frequency of the elements with maximum absolute values that appear in the information matrix, when these values are 2, 4 or 6. (c) 2007 Elsevier B.V. All rights reserved.
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页码:1639 / 1646
页数:8
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