An Algorithm for Optimal Designs on a Design Space

Silvey, Titterington, Torsney1978Optimal experimental design

Silvey & Titterington (1973) and Silvey, Titterington & Torsney (1978)

The 1973 paper formulates D- and DsD_s-equivalence geometrically through Lagrangian duality and gives a convergent monotone D construction. The 1978 paper gives two monotone algorithms on a finite design space. They are direct precedents for sensitivity certificates and monotone determinant updates, but their feasible variables are free design weights at fixed regressors. They do not cover hard partitions whose cell masses and conditional means move together.


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