  A simple yet efficient computational algorithm for computing the continuous
optimal experimental design for linear models is proposed. An alternative proof
the monotonic convergence for $D$-optimal criterion on continuous design spaces
are provided. We further show that the proposed algorithm converges to the
$D$-optimal design. We also provide an algorithm for the $A$-optimality and
conjecture that the algorithm convergence monotonically on continuous design
spaces. Different numerical examples are used to demonstrated the usefulness
and performance of the proposed algorithms.
