Directional derivatives of optimality criteria at singular matrices in convex design theory

DOI10.1080/02331888508801868MaRDI QIDQ3707172zbMATH OpenOpenAlexFDO

Authors Norbert Gaffke

Publication date 1985

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888508801868

zbMATH Keywords

directional derivatives of convex optimality criteriageneral equivalence theorem for optimalityminimax theoremsminimum semi-norm generalized inversesshorted operatorssingular information matricessubgradients

Mathematics Subject Classification ID

Optimal statistical designs (62K05)

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Cites work

• A matrix optimization problem
• General equivalence theory for optimum designs (approximate theory)
• On linear regression designs which maximize information
• Optimum Designs in Regression Problems, II
• Shorted Operators
• Shorted operators and generalized inverses of matrices
• Shorted Operators. II

Cited in

(11)

• A new interpretation of optimality for \(E\)-optimal designs in linear regression models
• \(G\)-optimal designs for multi-factor experiments with heteroscedastic errors
• Gustav Elfving's contribution to the emergence of the optimal experimental design theory.
• Subdifferentiability and Lipschitz continuity in experimental design problems
• Polars and subgradients of mixtures of information functions
• scientific article; zbMATH DE number 3965240 (Why is no real title available?)
• Conception optimale ou identification de formes, calcul rapide de la dérivée directionnelle de la fonction coût
• Once more: optimal experimental design for regression models (with discussion)
• On conjugate functions, subgradients, and directional derivatives of a class of optimality criteria in experimental design
• On a class of algorithms from experimental design theory
• A randomized exchange algorithm for optimal design of multi-response experiments

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