کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6868862 | 1440037 | 2018 | 45 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
An algorithm based on semidefinite programming for finding minimax optimal designs
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
An algorithm based on a delayed constraint generation method for solving semi-infinite programs for constructing minimax optimal designs for nonlinear models is proposed. The outer optimization level of the minimax optimization problem is solved using a semidefinite programming based approach that requires the design space be discretized. A nonlinear programming solver is then used to solve the inner program to determine the combination of the parameters that yields the worst-case value of the design criterion. The proposed algorithm is applied to find minimax optimal designs for the logistic model, the flexible 4-parameter Hill homoscedastic model and the general nth order consecutive reaction model, and shows that it (i) produces designs that compare well with minimax Dâoptimal designs obtained from semi-infinite programming method in the literature; (ii) can be applied to semidefinite representable optimality criteria, that include the common Aâ,Eâ,Gâ,Iâ and D-optimality criteria; (iii) can tackle design problems with arbitrary linear constraints on the weights; and (iv) is fast and relatively easy to use.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 119, March 2018, Pages 99-117
Journal: Computational Statistics & Data Analysis - Volume 119, March 2018, Pages 99-117
نویسندگان
Belmiro P.M. Duarte, Guillaume Sagnol, Weng Kee Wong,