Application of the theory of optimization under constraints to D-optimal designs characterization and computation in nonlinear regressions

Application of the theory of optimization under constraints to D-optimal designs characterization and computation in nonlinear regressions

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Article ID: iaor19911132
Country: Belgium
Volume: 32
Start Page Number: 55
End Page Number: 70
Publication Date: Oct 1990
Journal: Cahiers du Centre d'tudes de Recherche Oprationnelle
Authors:
Keywords: numerical analysis, optimization, statistics: regression
Abstract:

This paper illustrates a direct contribution of modern Numerical Analysis (theory of optimization under constraints) to the solution of a problem of long standing (Atkinson et al., Box) in the theory of optimal design in nonlinear regression: the determination of optimality conditions for designs made of replications of the minimal D-optimal design points. The resulting practical consequence of interest is the computing time reduction in determining D-optimal design of any size, and an improvement of the problem numerical conditioning.

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