- Tytuł:
- Construction of constrained experimental designs on finite spaces for a modified Ek-optimality criterion
- Autorzy:
- Uciński, Dariusz
- Powiązania:
- https://bibliotekanauki.pl/articles/1838172.pdf
- Data publikacji:
- 2020
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
constrained optimum experimental design
minimal sum of largest eigenvalues
generalized simplicial decomposition
optimal measurement selection - Opis:
- A simple computational algorithm is proposed for minimizing sums of largest eigenvalues of the matrix inverse 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. Such problems arise when experimental designs aiming at minimizing sums of largest asymptotic variances of the least-squares estimators are sought and the design region consists of finitely many support points, subject to the additional constraints that the corresponding design weights are to remain within certain limits. The underlying idea is to apply the method of outer approximations for solving the associated convex semi-infinite programming problem, which reduces to solving a sequence of finite min-max problems. A key novelty here is that solutions to the latter are found using generalized simplicial decomposition, which is a recent extension of the classical simplicial decomposition to nondifferentiable optimization. Thereby, the dimensionality of the design problem is drastically reduced. The use of the algorithm is illustrated by an example involving optimal sensor node activation in a large sensor network collecting measurements for parameter estimation of a spatiotemporal process.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2020, 30, 4; 659-677
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł