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Computing A-optimal and E-optimal designs for regression models via semidefinite programming

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dc.contributor.author Ye, Jane J.
dc.contributor.author Zhou, Julie
dc.contributor.author Zhou, Wenjie
dc.date.accessioned 2016-06-28T20:49:00Z
dc.date.available 2016-06-28T20:49:00Z
dc.date.copyright 2015 en_US
dc.date.issued 2015
dc.identifier.citation Ye, J.J., Zhou, J., & Zhou, W. (2015). Computing A-optimal and E-optimal designs for regression models via semidefinite programming. Communications in Statistics – Simulation and Computation. en_US
dc.identifier.uri http://dx.doi.org/10.1080/03610918.2015.1030414
dc.identifier.uri http://hdl.handle.net/1828/7382
dc.description.abstract In semidefinite programming (SDP), we minimize a linear objective function subject to a linear matrix being positive semidefinite. A powerful program, SeDuMi, has been developed in MATLAB to solve SDP problems. In this paper, we show in detail how to formulate A-optimal and E-optimal design problems as SDP problems and solve them by SeDuMi. This technique can be used to construct approximate A-optimal and E-optimal designs for all linear and non-linear regression models with discrete design spaces. In addition, the results on discrete design spaces provide useful guidance for finding optimal designs on any continuous design space, and a convergence result is derived. Moreover, restrictions in the designs can be easily incorporated in the SDP problems and solved by SeDuMi. Several representative examples and one MATLAB program are given. en_US
dc.description.sponsorship This research work is supported by Discovery Grants from the Natural Science and Engineering Research Council of Canada. The authors would like to thank the referees for their helpful comments and suggestions. en_US
dc.language.iso en en_US
dc.publisher Communications in Statistics – Simulation and Computation en_US
dc.subject A-optimality en_US
dc.subject E-optimality en_US
dc.subject nonlinear regression en_US
dc.subject SeDuMi en_US
dc.subject semidefinite programming en_US
dc.subject trigonometric regression en_US
dc.title Computing A-optimal and E-optimal designs for regression models via semidefinite programming en_US
dc.type Postprint en_US
dc.description.scholarlevel Faculty en_US
dc.description.reviewstatus Reviewed en_US


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