D-optimum Design Algorithms by Removing Non-optimal Support Points
نویسندگان
چکیده
Numerical algorithms for D-optimum design usually rely on a discretization of the design space into a finite set X. Their speed then depends on the cardinality of this set. We show in this paper how it is possible, during the search for an optimum design, to remove from X some design points that cannot be support points of the optimum design, and therefore to accelerate the algorithms.
منابع مشابه
Improvements on removing non-optimal support points in D-optimum design algorithms
We improve the inequality used in (Pronzato, 2003) to remove points from the design space during the search for a D-optimum design. Let ξ be any design on a compact space X ⊂ Rm with a nonsingular information matrix, and let m + ǫ be the maximum of the variance function d(ξ,x) over all x ∈ X . We prove that any support point x∗ of a D-optimum design on X must satisfy the inequality d(ξ,x∗) ≥ m(...
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