Approximate D-optimal Experimental Design with Simultaneous Size and Cost Constraints
Computation
2014-08-13 v1
Abstract
Consider an experiment with a finite set of design points representing permissible trial conditions. Suppose that each trial is associated with a cost that depends on the selected design point. In this paper, we study the problem of constructing an approximate D-optimal experimental design with simultaneous restrictions on the size and on the total cost. For the problem of size-and-cost constrained D-optimality, we formulate an equivalence theorem and rules for the removal of redundant design points. We also propose a simple monotonically convergent "barycentric" algorithm that allows us to numerically compute a size-and-cost constrained approximate D-optimal design.
Keywords
Cite
@article{arxiv.1408.2698,
title = {Approximate D-optimal Experimental Design with Simultaneous Size and Cost Constraints},
author = {Radoslav Harman and Eva Benková},
journal= {arXiv preprint arXiv:1408.2698},
year = {2014}
}