A First-Order Algorithm for the A-Optimal Experimental Design Problem: A Mathematical Programming Approach
Computation
2013-11-12 v1 Optimization and Control
Abstract
We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality conditions are given. Then, two first-order (Frank-Wolfe type) algorithms are presented, accompanied by a detailed time-complexity analysis of the algorithms and computational results on various sized problems.
Keywords
Cite
@article{arxiv.1311.2335,
title = {A First-Order Algorithm for the A-Optimal Experimental Design Problem: A Mathematical Programming Approach},
author = {Selin Damla Ahipasaoglu},
journal= {arXiv preprint arXiv:1311.2335},
year = {2013}
}