A First-Order Algorithm for the A-Optimal Experimental Design Problem: A Mathematical Programming Approach

2013/11/11 by Selin Damla Ahipaşaoğlu, Selin Damla Ahipasaoglu, Ahipasaoglu, Selin Damla · 2 citations
Computer Science · Decision Sciences · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Optimal Experimental Design Methods #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #math.OC #stat.CO

paper · pdf · doi:10.48550/arxiv.1311.2335

arxiv created 2013/11/11 · openalex publication_date 2013/11/11 · arxiv updated 2013/11/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality conditions are given. Then, two first-order (Frank-Wolfe type) algorithms are presented, accompanied by a detailed time-complexity analysis of the algorithms and computational results on various sized problems.

Cited by

• An Optimization Perspective on the Monotonicity of the Multiplicative Algorithm for Optimal Experimental Design
• Strong Formulations and Algorithms for Regularized A-optimal Design

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