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

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dc.contributor.authorYe, Jane J.
dc.contributor.authorZhou, Julie
dc.contributor.authorZhou, Wenjie
dc.date.accessioned2016-06-28T20:49:00Z
dc.date.available2016-06-28T20:49:00Z
dc.date.copyright2015en_US
dc.date.issued2015
dc.description.abstractIn 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.reviewstatusRevieweden_US
dc.description.scholarlevelFacultyen_US
dc.description.sponsorshipThis 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.identifier.citationYe, 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.urihttp://dx.doi.org/10.1080/03610918.2015.1030414
dc.identifier.urihttp://hdl.handle.net/1828/7382
dc.language.isoenen_US
dc.publisherCommunications in Statistics – Simulation and Computationen_US
dc.subjectA-optimalityen_US
dc.subjectE-optimalityen_US
dc.subjectnonlinear regressionen_US
dc.subjectSeDuMien_US
dc.subjectsemidefinite programmingen_US
dc.subjecttrigonometric regressionen_US
dc.titleComputing A-optimal and E-optimal designs for regression models via semidefinite programmingen_US
dc.typePostprinten_US

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