a-criterion

Interior Point Methods for Optimal Experimental Designs

  • Zhaosong Lu
  • Ting Kei Pong
    • Categories Constrained Nonlinear Optimization, Semi-definite Programming, Statistics Tags , , , , ,

    In this paper, we propose a primal IP method for solving the optimal experimental design problem with a large class of smooth convex optimality criteria, including A-, D- and p th mean criterion, and establish its global convergence. We also show that the Newton direction can be computed efficiently when the size of the moment … Read more

    Interior Point Methods for Computing Optimal Designs

  • Zhaosong Lu
  • Ting Kei Pong
    • Categories Convex Optimization, Semi-definite Programming, Statistics Tags , , , , , ,

    In this paper we study interior point (IP) methods for solving optimal design problems. In particular, we propose a primal IP method for solving the problems with general convex optimality criteria and establish its global convergence. In addition, we reformulate the problems with A-, D- and E-criterion into linear or log-determinant semidefinite programs (SDPs) and … Read more