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E(s^2)-optimal and minimax-optimal cyclic supersaturated designs via multi-objective simulated annealing

Record type: Article

In this paper, we are interested in finding E(s2)E(s2)-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,…,14q=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.

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Citation

Koukouvinos, Christos, Mylona, Kalliopi and Simos, Dimitris E. (2008) E(s^2)-optimal and minimax-optimal cyclic supersaturated designs via multi-objective simulated annealing Journal of Statistical Planning and Inference, 138, (6), pp. 1639-1646. (doi:10.1016/j.jspi.2007.05.044).

More information

e-pub ahead of print date: 12 August 2007
Published date: 1 July 2008
Keywords: cyclic generator, E(s2)E(s2)-optimality, factorial designs, metaheuristics, minimax-optimality, multi-objective optimization, simulated annealing, supersaturated designs
Organisations: Statistics

Identifiers

Local EPrints ID: 336710
URI: http://eprints.soton.ac.uk/id/eprint/336710
ISSN: 0378-3758
PURE UUID: 4f1aa0ac-4e14-4d7d-af9b-01fce35534dc

Catalogue record

Date deposited: 03 Apr 2012 14:59
Last modified: 18 Jul 2017 06:06

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Contributors

Author: Christos Koukouvinos
Author: Kalliopi Mylona
Author: Dimitris E. Simos

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