4.2 Article

E(s2)-optimal and minimax-optimal cyclic supersaturated designs via multi-objective simulated annealing

期刊

JOURNAL OF STATISTICAL PLANNING AND INFERENCE
卷 138, 期 6, 页码 1639-1646

出版社

ELSEVIER SCIENCE BV
DOI: 10.1016/j.jspi.2007.05.044

关键词

cyclic generator; E(s(2))-optimality; factorial designs; metaheuristics; mini max-optimality; multi-objective optimization; simulated annealing; supersaturated designs

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In this paper, we are interested in finding E(s(2))-optimal and minimax-optimal, two level cyclic structured supersaturated designs through a metaheuristic approach guided via multi-objective simulated annealing (SA). Our construction method is based on cyclic generators. This class of metaheuristics enabled us to build supersaturated designs for q = 2, 4,..., 14 generators. Comparisons are made with previous works and it is shown that SA gives promising results for supersaturated designs that satisfy more than one optimality property. Furthermore, we provide some lower bounds and explicit formulas for the frequency of the elements with maximum absolute values that appear in the information matrix, when these values are 2, 4 or 6. (c) 2007 Elsevier B.V. All rights reserved.

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