Yu, Yaming - In: Computational Statistics & Data Analysis 54 (2010) 6, pp. 1419-1425
We study a class of multiplicative algorithms introduced by Silvey et al. (1978) for computing D-optimal designs. Strict monotonicity is established for a variant considered by Titterington (1978). A formula for the rate of convergence is also derived. This is used to explain why...