Numerical Techniques

Abstract

All algorithms that we are going to discuss are iterative. Let ξ_sbe the design that was obtained after(s— 1) iteration steps. At thes-th iteration step we hopefully will improve — as in all previous steps — the characteristics of the design. The new design, for instance, may be obtained according to

$${\xi _{s + 1}} = (1 - {\alpha _s}){\xi _s} + {\alpha _s}\xi ;$$

(3.1.1)

this means that we reduce the number of observations which are taken in accordance with design ξ_sand that we, instead, take some observations at points which correspond to design ξ. How shall we choose those points or the design ξ?