Network-related problems in optimal experimental design and second order cone programming

DOI10.2478/V10127-012-0016-XMaRDI QIDQ2913230zbMATH OpenOpenAlexFDO

Authors Guillaume Sagnol

Publication date 26 September 2012

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/v10127-012-0016-x

zbMATH Keywords

AR(1) processnetwork monitoringoptimal designsecond-order cone programming

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90)

Review text

The paper presents the application of a cone programming approach to the generation of optimal designs in the context of network measuring. An optimal design in this setting consists of the best allocation of experimental effort over of edges in a network. The approach to optimality is solved through second-order cone programming and shown to work in two examples, one with networks taken from topology-zoo.org and another of an observation model of motorways in Germany where an autoregressive process was added to describe the behaviour of observations in discrete time.

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Cites work

• An IP approach to toll enforcement optimization on German motorways
• Applications of second-order cone programming
• Computing optimal designs of multiresponse experiments reduces to second-order cone program\-ming
• scientific article; zbMATH DE number 800961 (Why is no real title available?)
• Optimal experiment design in a filtering context with application to sampled network data
• The Sequential Generation of D-Optimum Experimental Designs

Cited in

(5)

• Second order cone programming approach to two-stage network data envelopment analysis
• Network optimization and problems with coupling variables
• The Two Level Network Design Problem with Secondary Hop Constraints
• On second order cone programming approach to two-stage network data envelopment analysis
• Optimal experiment design in a filtering context with application to sampled network data

Describes a project that uses

Uses Software

• NetQuest
• SeDuMi

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