SFDesign (version 0.1.3)

maxpro.optim: Optimize a design based on the maximum projection criterion

Description

This function optimizes a design by continuous optimization based on maximum projection criterion (Joseph, V. R., Gul, E., & Ba, S. 2015).

Usage

maxpro.optim(D.ini, iteration = 10)

Value

design

optimized design.

D.ini

initial design.

Arguments

D.ini

the initial design.

iteration

number iterations for L-BFGS-B.

Details

maxpro.optim optimizes a design by L-BFGS-B algorithm (Liu and Nocedal 1989) based on the maximum projection criterion maxpro.crit.

References

Liu, D. C., & Nocedal, J. (1989). On the limited memory BFGS method for large scale optimization. Mathematical programming, 45(1), 503-528.

Joseph, V. R., Gul, E., & Ba, S. (2015). Maximum projection designs for computer experiments. Biometrika, 102(2), 371-380.

Examples

n = 20
p = 3
D = maxproLHD(n, p)$design
D = maxpro.optim(D)$design