Second order methods for solving extremum problems form optimal linar regression design

DOI10.1080/02331939608844164zbMath0863.90117OpenAlexW2072691660MaRDI QIDQ4893714

Berthold Heiligers, Norbert Gaffke

Publication date: 18 September 1996

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939608844164

zbMATH Keywords

second-order methodsapproximate designlinear minimax estimationBayes L-optimal designmultiple cubic regressionoptimal design for linear regression modelsquadratic convex minimizationquasei-Newton method

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Convex programming (90C25) Applications of mathematical programming (90C90) Statistical tables (62Q05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Algorithms for approximate linear regression design with application to a first order model with heteroscedasticity ⋮ Quasi-Newton algorithm for optimal approximate linear regression design: optimization in matrix space ⋮ Algorithms for optimal design with application to multiple polynomial regression ⋮ Computing optimal approximate invariant designs for cubic regression on multidimensional balls and cubes ⋮ Optimal designs in growth curve models. II: Correlated model for quadratic growth: Optimal designs for parameter estimation and growth prediction

Cites Work

• Unnamed Item
• Minimizing pseudoconvex functions on convex compact sets
• A globally convergent method for nonlinear programming
• Optimal and robust invariant designs for cubic multiple regression
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• On a class of algorithms from experimental design theory
• Convex Analysis

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