A-optimal Minimax Design Criterion for Two-level Fractional Factorial Designs

Date

2013-08-29

Authors

Yin, Yue

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Abstract

In this thesis we introduce and study an A-optimal minimax design criterion for two-level fractional factorial designs, which can be used to estimate a linear model with main effects and some interactions. The resulting designs are called A-optimal minimax designs, and they are robust against the misspecification of the terms in the linear model. They are also efficient, and often they are the same as A-optimal and D-optimal designs. Various theoretical results about A-optimal minimax designs are derived. A couple of search algorithms including a simulated annealing algorithm are discussed to search for optimal designs, and many interesting examples are presented in the thesis.

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Keywords

Optimal design, Requirement set, Model misspecification, Annealing algorithm, Robust design

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