Abstract
In the paper, we solve the problem of computing the maximin efficient design with respect to the class of all orthogonally invariant criteria. It turns out that on a finite experimental domain, the maximin efficient design can be computed by the methods of semidefinite programming. Using this approach, we can deal with the non-differentiability inherent in the problem, due to which the standard iterative procedures cannot be applied. We illustrate the results on the models of polynomial regression on a line segment and quadratic regression on a cube.
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This research was supported by ERDF-017/2009/4.1/OPVaV-CESIUK project and the Slovak VEGA-Grant No. 1/0077/09.
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Filová, L., Trnovská, M. & Harman, R. Computing maximin efficient experimental designs using the methods of semidefinite programming. Metrika 75, 709–719 (2012). https://doi.org/10.1007/s00184-011-0348-6
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DOI: https://doi.org/10.1007/s00184-011-0348-6