Computing optimal designs of multiresponse experiments reduces to second-order cone programming
نویسندگان
چکیده
منابع مشابه
Computing Optimal Designs of multiresponse Experiments reduces to Second-Order Cone Programming
Elfving’s Theorem is a major result in the theory of optimal experimental design, which gives a geometrical characterization of c−optimality. In this paper, we extend this theorem to the case of multiresponse experiments, and we show that when the number of experiments is finite, the c−, A−, T− and D−optimal design of multiresponse experiments can be computed by Second-Order Cone Programming (S...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2011
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2010.11.031