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Published in:
Large Deviations of χ 2 Divergence Errors on Partitions Read chapter Read first chapter

2015 | OriginalPaper | Chapter

51. An Algorithm for Construction of Constrained D-Optimum Designs

Author : Dariusz Uciński

Published in: Stochastic Models, Statistics and Their Applications

Publisher: Springer International Publishing

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Abstract

A computational algorithm is proposed for determinant maximization 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. The underlying idea is to apply a simplicial decomposition algorithm in which the restricted master problem reduces to an uncomplicated multiplicative weight optimization algorithm.

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previous chapter On Hammerstein System Nonlinearity Identification Algorithms Based on Order Statistics and Compactly Supported Functions
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Metadata
Title
An Algorithm for Construction of Constrained D-Optimum Designs
Author
Dariusz Uciński
Copyright Year
2015
Book
Stochastic Models, Statistics and Their Applications

Print ISBN: 978-3-319-13880-0

Electronic ISBN: 978-3-319-13881-7

Copyright Year: 2015

DOI
https://doi.org/10.1007/978-3-319-13881-7_51

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