Computational Methods for Optimal Designs In Nonlinear Models using the Simulated Annealing Algorithm

비선형모형에서 최적실험계획법의 계산에 관한 연구 - 시뮬레이티드 어닐링 알고리듬의 응용 -

The criteria for construction of D-optimal design in nonlinear models are derived. The procedures for finding these optimal designs using the simulated annealing algorithm are presented. It is claimed that the advantages of this method are its ability to make the given data useful by adding new observations as well as to obtain a new set of appropriate data when the model and parameters are known. Research so far indicates that there has never been a case in which there is more than one independent variable but this method can be used for such cases. The result indicates the effectiveness of the method using simulated annealing algorithm for situations in which there are many independent variables and the ranges of design spaces are wide.