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An extremely efficient algorithm is presented for generating D-optimal designs. It is shown that the underlying set function of the sequential design algorithm is submodular and thus the so-called accelerated greedy algorithm may be applied to this problem. While the new algorithm’s statistical basis is identical to that of the Wynn and Federov algorithm, it requires significantly fewer function evaluations. The new algorithm is particularly useful when no prior information concerning the structure of the optimal design is available.
Robertazzi et al. (Wed,) studied this question.