Monte carlo evaluation of several sequential optimization techniques when the response is time to an event
Clinical trials are frequently concerned with the comparison of an experimental treatment and a control. In this paper, we are concerned with the use of a clinical trial for estimating the optimum combination of a group of drugs, especially in connection with the combination chemotherapy of cancer.
Three methods designed for this situation are compared by a Monte Carlo study. Two methods are variations of the method of steepest ascent while another is a modification of a simplex search procedure. It was found that an adaptive modification of the method of steepest ascent was most efficient.
Segreti, A., Carter, WH., & Wampler, GW. (1979). Monte carlo evaluation of several sequential optimization techniques when the response is time to an event. Journal of Statistical Computation and Simulation, 9(4), 289-301. DOI: 10.1080/00949657908810332