The approximate optimal design problem is treated as a constrained convex programming problem. A general class of optimal design algorithms is proposed from this point of view. Asymptotic convergence to optimal designs is also proved. Related problems like the implementability problem for the infinite support case and the general step-length algorithms are discussed.
Publié le : 1978-11-14
Classification:
General equivalence theorem,
optimal design algorithms,
nonlinear programming,
general step-length algorithms,
62K05,
90C50
@article{1176344374,
author = {Wu, Chien-Fu},
title = {Some Algorithmic Aspects of the Theory of Optimal Designs},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 1286-1301},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344374}
}
Wu, Chien-Fu. Some Algorithmic Aspects of the Theory of Optimal Designs. Ann. Statist., Tome 6 (1978) no. 1, pp. 1286-1301. http://gdmltest.u-ga.fr/item/1176344374/