On the design of optimal change-over experiments through multi-objective simulated annealing

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Abstract

The construction of optimal designs for change-over experiments requires consideration of the two component treatment designs: one for the direct treatments and the other for the residual (carry-over) treatments. A multi-objective approach is introduced using simulated annealing, which simultaneously optimises each of the component treatment designs to produce a set of dominant designs in one run of the algorithm. The algorithm is used to demonstrate that a wide variety of change-over designs can be generated quickly on a desk top computer. These are generally better than those previously recorded in the literature.

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