Journal article
Equivalence Theorems and Cutting Plane Algorithms for a Class of Experimental Design Problems
SIAM journal on applied mathematics, Vol.32(1), pp.232-259
01/01/1977
DOI: 10.1137/0132021
Abstract
Optimum experimental design seeks to allocate measurement resources in regression problems so that best linear estimators of unknown parameters are optimal with respect to some function of their covariance matrices. An equivalence theorem is given for a class of design problems including minimizing the determinant of some specified minor of the covariance matrix, or minimizing its trace. The main theorem gives a system of linear inequalities whose solution set is the set of optimal information matrices, including those singular matrices which are optimal in the limit. This approach yields cutting-plane methods which permit intermediate designs to have singular information matrices.
Details
- Title: Subtitle
- Equivalence Theorems and Cutting Plane Algorithms for a Class of Experimental Design Problems
- Creators
- P. R. GribikK. O. Kortanek
- Resource Type
- Journal article
- Publication Details
- SIAM journal on applied mathematics, Vol.32(1), pp.232-259
- DOI
- 10.1137/0132021
- ISSN
- 0036-1399
- eISSN
- 1095-712X
- Publisher
- Society for Industrial and Applied Mathematics
- Number of pages
- 28
- Language
- English
- Date published
- 01/01/1977
- Academic Unit
- Business Analytics
- Record Identifier
- 9984963117902771
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