experimental design

Nonlinear Matroid Optimization and Experimental Design

  • Yael Berstein
  • Jon Lee
  • Hugo Maruri-Aguilar
  • Shmuel Onn
  • Eva Riccomagno
  • Robert Weismantel
  • Henry Wynn
    • Categories Graphs and Matroids, Nonlinear Optimization, Statistics Tags , , , , ,

    We study the problem of optimizing nonlinear objective functions over matroids presented by oracles or explicitly. Such functions can be interpreted as the balancing of multi-criteria optimization. We provide a combinatorial polynomial time algorithm for arbitrary oracle-presented matroids, that makes repeated use of matroid intersection, and an algebraic algorithm for vectorial matroids. Our work is … Read more

    A masked spectral bound for maximum-entropy sampling

  • Kurt M. Anstreicher
  • Jon Lee
    • Categories Nonsmooth Optimization, Semi-definite Programming, Statistics Tags , , ,

    We introduce a new masked spectral bound for the maximum-entropy sampling problem. This bound is a continuous generalization of the very effective spectral partition bound. Optimization of the masked spectral bound requires the minimization of a nonconvex, nondifferentiable function over a semidefiniteness constraint. We describe a nonlinear affine scaling algorithm to approximately minimize the bound. … Read more