maxpro.optim {SFDesign} | R Documentation |
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)
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
.
Value
design |
optimized design. |
D.ini |
initial design. |
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
[Package SFDesign version 0.1.2 Index]