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
second-order methodsapproximate designlinear minimax estimationBayes L-optimal designmultiple cubic regressionoptimal design for linear regression modelsquadratic convex minimizationquasei-Newton method
Optimal statistical designs (62K05) Convex programming (90C25) Applications of mathematical programming (90C90) Statistical tables (62Q05) Probabilistic methods, stochastic differential equations (65C99)
Related Items (5)
Cites Work
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- 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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