2024/06/03 by Jochen Schmid, Schmid, Jochen, Philipp Seufert +3
Decision Sciences · Engineering · #Advanced Measurement and Metrology Techniques #FOS: Mathematics #Manufacturing Process and Optimization #Optimal Experimental Design Methods #Optimization and Control (math.OC) #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2406.01541
openalex publication_date 2024/06/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish novel termination, convergence, and convergence rate results for the proposed algorithms. In particular, we prove a sublinear convergence rate result under very general assumptions on the design criterion and, most notably, a linear convergence result under the additional assumption that the design criterion is strongly convex and the design space is finite. Additionally, we prove the finite termination at approximately optimal designs, including upper bounds on the number of iterations until termination. And finally, we illustrate the practical use of the proposed algorithms by means of two application examples from chemical engineering: one with a stationary model and one with a dynamic model.