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Activity Number: 142
Type: Invited
Date/Time: Monday, August 3, 2009 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #303183
Title: Comparing Computer-Generated Designs: Are G-Optimal Designs the Best Choice?
Author(s): Douglas C. Montgomery*+
Companies: Arizona State University
Address: Department of Industrial Engineering, Tempe, AZ, 85287-5906,
Keywords: Optimam designs ; G-optimality
Abstract:

A new algorithm for generating near G-optimal designs for second order models over cuboidal regions is presented. Designs created using this new method match or exceed the G-efficiency of previously reported designs. A new graphical tool, the Variance Ratio Fraction of the Design Space Plot, for comparing designs to a reference design is also introduced. Stability of prediction variance in the region of interest is a desirable property that G-optimal designs offer. However, low values for the prediction variance are useful throughout the design region not just near the boundary. We demonstrate that there are cases where the G-optimal design does minimize the maximum variance but is not competitive in prediction variance over a large proportion of the experimental region.


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Revised September, 2008