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An Algorithm for Construction of Constrained D-Optimum Designs

  • Dariusz UcińskiEmail author
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 122)

Abstract

A computational algorithm is proposed for determinant maximization over the set of all convex combinations of a finite number of nonnegative definite matrices subject to additional box constraints on the weights of those combinations. The underlying idea is to apply a simplicial decomposition algorithm in which the restricted master problem reduces to an uncomplicated multiplicative weight optimization algorithm.

Keywords

Fisher Information Matrix Restricted Master Problem Optimum Experimental Design Simplicial Decomposition Multiplicative Algorithm 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Institute of Control and Computation EngineeringUniversity of Zielona GóraZielona GóraPoland

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