A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach
From MaRDI portal
Publication:5963815
DOI10.1007/S11222-014-9476-YzbMATH Open1331.62379arXiv1311.2335OpenAlexW1985589580MaRDI QIDQ5963815FDOQ5963815
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality conditions are given. Then, two first-order (Frank-Wolfe type) algorithms are presented, accompanied by a detailed time-complexity analysis of the algorithms and computational results on various sized problems.
Full work available at URL: https://arxiv.org/abs/1311.2335
Recommendations
- A branch-and-bound algorithm for the exact optimal experimental design problem
- Approximation algorithms for \(D\)-optimal design
- A Randomized Exchange Algorithm for Computing Optimal Approximate Designs of Experiments
- A new monotonic algorithm for the \(E\)-optimal experiment design problem
- Efficient computational algorithm for optimal continuous experimental designs
Cites Work
- On Optimal Designs for Nonlinear Models: A General and Efficient Algorithm
- D-optimal designs via a cocktail algorithm
- Title not available (Why is that?)
- Title not available (Why is that?)
- Improvements on removing nonoptimal support points in \(D\)-optimum design algorithms
- Optimal Design of Experiments
- Title not available (Why is that?)
- Rounding of Polytopes in the Real Number Model of Computation
- Computation of Minimum-Volume Covering Ellipsoids
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Applications of semidefinite programming
- Two Algorithms for the Minimum Enclosing Ball Problem
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Title not available (Why is that?)
- Optimal Designs for Dose–Response Models With Restricted Design Spaces
- On Khachiyan's algorithm for the computation of minimum-volume enclosing ellipsoids
- Sequences converging to D-optimal designs of experiments
- A geometric approach to optimal design theory
- Multiplicative algorithms for computing optimum designs
- A delimitation of the support of optimal designs for Kiefer's \(\phi _p\)-class of criteria
- Linear convergence of a modified Frank–Wolfe algorithm for computing minimum-volume enclosing ellipsoids
- Minimum-volume enclosing ellipsoids and core sets
- Title not available (Why is that?)
- Optimal design for nonlinear regression models
- A modified Frank--Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: theory and algorithms
- Identification and Elimination of Interior Points for the Minimum Enclosing Ball Problem
Cited In (4)
- I-robust and D-robust designs on a finite design space
- A Randomized Exchange Algorithm for Computing Optimal Approximate Designs of Experiments
- A branch-and-bound algorithm for the exact optimal experimental design problem
- Distance computation of ontology vector for ontology similarity measuring and ontology mapping
This page was built for publication: A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963815)
