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A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach

A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach
A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach
We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality conditions are given. Then, two first-order (Frank–Wolfe type) algorithms are presented, accompanied by a detailed time-complexity analysis of the algorithms and computational results on various sized problems.
Optimal experimental design problem, A-optimality
0960-3174
1113-1127
Ahipasaoglu, Selin Damla
d69f1b80-5c05-4d50-82df-c13b87b02687
Ahipasaoglu, Selin Damla
d69f1b80-5c05-4d50-82df-c13b87b02687

Ahipasaoglu, Selin Damla (2015) A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach. Statistics and Computing, 25 (6), 1113-1127. (doi:10.1007/s11222-014-9476-y).

Record type: Article

Abstract

We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality conditions are given. Then, two first-order (Frank–Wolfe type) algorithms are presented, accompanied by a detailed time-complexity analysis of the algorithms and computational results on various sized problems.

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Published date: November 2015
Keywords: Optimal experimental design problem, A-optimality

Identifiers

Local EPrints ID: 443175
URI: http://eprints.soton.ac.uk/id/eprint/443175
DOI: doi:10.1007/s11222-014-9476-y
ISSN: 0960-3174
PURE UUID: 37562bda-aab2-4031-b6b8-3c777bc723db
ORCID for Selin Damla Ahipasaoglu: ORCID iD orcid.org/0000-0003-1371-315X

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Date deposited: 13 Aug 2020 16:38
Last modified: 17 Mar 2024 04:03

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Author: Selin Damla Ahipasaoglu ORCID iD

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