Optimal Experimental Design

Optimal experimental design is a computer-aided approach to constructing experiments that maximises statistical efficiency for a given model and run budget. Formalised by V. V. Fedorov in 1972, it selects experimental points from a candidate set so that the information matrix M = X'X is optimised according to a chosen criterion — most commonly D-optimality (maximising the determinant) or I-optimality (minimising average prediction variance). It is the preferred strategy whenever classical designs such as central composite or Box-Behnken cannot be applied because the experimental region is constrained or factor ranges are irregular.