An algorithm based on semidefinite programming for finding minimax optimal designs

An algorithm based on a delayed constraint generation method for solving semi-infinite programs for constructing minimax optimal designs for nonlinear models is proposed. The outer optimization level of the minimax optimization problem is solved using a semidefinite programming based approach that r...

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Vydáno v:	Computational statistics & data analysis Ročník 119; s. 99 - 117
Hlavní autoři:	Duarte, Belmiro P.M., Sagnol, Guillaume, Wong, Weng Kee
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 01.03.2018
Témata:	Cutting plane algorithm Design efficiency Equivalence theorem Model-based optimal design Nonlinear programming Equivalence theorem Model-based optimal design Design efficiency Nonlinear programming Cutting plane algorithm
ISSN:	0167-9473, 1872-7352
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