Optimal design of experiments via linear programming
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Publication:2374424
DOI10.1007/S00362-016-0782-7zbMATH Open1351.62145arXiv1504.06226OpenAlexW2592704366MaRDI QIDQ2374424FDOQ2374424
Authors: Katarína Burclová, Andrej Pázman 
Publication date: 15 December 2016
Published in: Statistical Papers (Search for Journal in Brave)
Abstract: We investigate the possibility of extending some results of Pazman and Pronzato (2014) to a larger set of optimality criteria. Namely, in a linear regression model the problem of computing D-, A-, E_k-optimal designs, of combining these optimality criteria, and the "criterion robust" problem of Harman (2004) are reformulated here as "infinite-dimensional" linear programming problems. Approximate optimum designs can then be computed by a modified cutting-plane method, and this is checked on examples. Finally, the expressions for these criteria are reformulated in terms of the response function of an even nonlinear model.
Full work available at URL: https://arxiv.org/abs/1504.06226
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Cited In (27)
- Efficient and robust optimal design for quantile regression based on linear programming
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- Simplex algorithm for finding \(E\)-optimal plans
- Optimal weights for experimental designs on linearly independent support points
- Design of c-optimal experiments for high-dimensional linear models
- Computing efficient exact designs of experiments using integer quadratic programming
- THE SIMPLE LINEAR CALIBRATION PROBLEM AS AN OPTIMAL EXPERIMENTAL DESIGN
- Computing exact \(D\)-optimal designs by mixed integer second-order cone programming
- On computational complexity of construction of \(c\)-optimal linear regression models over finite experimental domains
- Two complexity results on \(c\)-optimality in experimental design
- A new monotonic algorithm for the \(E\)-optimal experiment design problem
- Construction of constrained experimental designs on finite spaces for a modified \(\mathrm{E}_k\)-optimality criterion
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- Optimal design of nonlinear experiments with parameter constraints
- Computing the minimal efficiency of designs by a differentiable approximation of \(\Phi _{E_k}\)-optimal\-ity criteria
- Minimum Cost Experimental Design with a Prescribed Information Matrix
- Una caracterizacion de diseños de experimentos optimos por subgradientes
- Computing D-optimal experimental designs for estimating treatment contrasts under the presence of a nuisance time trend
- \(K\)-optimal design via semidefinite programming and entropy optimization
- A convex approach to optimum design of experiments with correlated observations
- Combinations of optimality criteria and optimum designs
- Computing optimal designs of multiresponse experiments reduces to second-order cone program\-ming
- Solution of the problem of \(L\)-optimal experiment design with a skeleton algorithm
- Computing \(c\)-optimal experimental designs using the simplex method of linear programming
- Optimal exact designs of experiments via mixed integer nonlinear programming
- Optimal experimental design and quadratic optimization
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