Dual optimal design and the Christoffel-Darboux polynomial

  • Yohann De Castro
  • Didier Henrion
  • Jean-Bernard Lasserre
  • Fabrice Gamboa
    • Categories Convex Optimization, Semi-definite Programming, Statistics Tags , , , Short URL: https://optimization-online.org/?p=16685

    The purpose of this short note is to show that the Christoffel-Darboux polynomial, useful in approximation theory and data science, arises naturally when deriving the dual to the problem of semi-algebraic D-optimal experimental design in statistics. It uses only elementary notions of convex analysis.

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