A semi-infinite programming based algorithm for finding minimax optimal designs for nonlinear models
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- scientific article; zbMATH DE number 1239653
Cites work
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- A Quadratic Design Criterion for Precise Estimation in Nonlinear Regression Models
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Cited in
(16)- Optimal experimental design for linear time invariant state-space models
- Optimal design of multifactor experiments via grid exploration
- A relaxation procedure for calculating \((\Gamma\)-)minimax optimal designs
- Optimal Design of Experiments for Implicit Models
- An algorithmic construction of optimal minimax designs for heteroscedastic linear models
- ForLion: a new algorithm for D-optimal designs under general parametric statistical models with mixed factors
- Construction of constrained experimental designs on finite spaces for a modified \(\mathrm{E}_k\)-optimality criterion
- A Metaheuristic Adaptive Cubature Based Algorithm to Find Bayesian Optimal Designs for Nonlinear Models
- Application of imperialist competitive algorithm to find minimax and standardized maximin optimal designs
- Adaptive grid semidefinite programming for finding optimal designs
- D-optimal designs based on the second-order least squares estimator
- A semi-infinite programming based algorithm for determining T-optimum designs for model discrimination
- Using SeDuMi to find various optimal designs for regression models
- An algorithm based on semidefinite programming for finding minimax optimal designs
- Optimal designs for comparing curves in regression models with asymmetric errors
- Computing maximin efficient experimental designs using the methods of semidefinite programming
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