A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach
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Publication:5963815
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.
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Cited in
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- Solution of the problem of \(L\)-optimal experiment design with a skeleton algorithm
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