Some iterative procedures for generating nonsingular optimal designs

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Abstract
The problem of optimal design algorithms is treated from the general viewpoint of optimization theory and algorithms. For designs of finite support, several iterative schemes are suggested, including vertex direction, gradient projection, normalized gradient projection and conjugate gradient projection. For an arbitrary design region, a general optimal design algorithm is proposed which incorporates the above algorithms for the finite support case ar.d methods of changing design support. The numerical behavior of these algorithms is investigated in detail on six examples and some experiences with the algorithms are summarized in the last section.