Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs

We study a class of multiplicative algorithms introduced by Silvey et al. (1978) for computing D-optimal designs. Strict monotonicity is established for a variant considered by Titterington (1978). A formula for the rate of convergence is also derived. This is used to explain why modifications considered by Titterington (1978) and Dette et al. (2008) usually converge faster

Algorithms for a constrained optimization problem with applications in statistics and optimum design

Abstract available: p.3-

Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs

We study a class of multiplicative algorithms introduced by Silvey et al. (1978) for computing D-optimal designs. Strict monotonicity is established for a variant considered by Titterington (1978). A formula for the rate of convergence is also derived. This is used to explain why modifications considered by Titterington (1978) and Dette et al. (2008) usually converge faster.D-optimality Experimental design Multiplicative algorithm