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A hybrid elitist Pareto-based coordinate exchange algorithm for constructing multi-criteria optimal experimental designs. (English) Zbl 1505.62088

Summary: This paper presents a new Pareto-based coordinate exchange algorithm for populating or approximating the true Pareto front for multi-criteria optimal experimental design problems that arise naturally in a range of industrial applications. This heuristic combines an elitist-like operator inspired by evolutionary multi-objective optimization algorithms with a coordinate exchange operator that is commonly used to construct optimal designs. Benchmarking results from both a two-dimensional and three-dimensional example demonstrate that the proposed hybrid algorithm can generate highly reliable Pareto fronts with less computational effort than existing procedures in the statistics literature. The proposed algorithm also utilizes a multi-start operator, which makes it readily parallelizable for high performance computing infrastructures.

MSC:

62-08 Computational methods for problems pertaining to statistics
62K05 Optimal statistical designs
90C29 Multi-objective and goal programming

Software:

NBI; R; hitandrun; GA
PDFBibTeX XMLCite
Full Text: DOI

References:

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