Multiplicative algorithms for computing optimum designs

We study a new approach to determine optimal designs, exact or approximate, both for the uncorrelated case and when the responses may be correlated. A simple version of this method is based on transforming design points on a finite interval to proportions of the interval. Methods for determining optimal design weights can therefore be used to determine optimal values of these proportions. We explore the potential of this method in a range of examples encompassing linear and non-linear models, some assuming a correlation structure and some with more than one design variable.

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