Digital Library of Zielona Góra contains 63 052 digital objects
Object
Title: Construction of constrained experimental designs on finite spaces for a modified Ek-optimality criterion
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
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.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 30, number 4 (2020) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Digital Library of Zielona Góra > Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Digital Library of Zielona Góra > Repository > Types of work > Articles
- Digital Library of Zielona Góra > Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2020)
Last modified:
Jul 17, 2025
In our library since:
Jul 17, 2025
Number of object content hits:
7
All available object's versions:
https://zbc.uz.zgora.pl/publication/101258
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 1 (2020)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 2 (2020)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 3 (2020)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 30, number 4 (2020)
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| Edition name | Date |
|---|---|
| Construction of constrained experimental designs on finite spaces for a modified Ek-optimality criterion | Jul 17, 2025 |
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