Obiekt

Tytuł: Construction of constrained experimental designs on finite spaces for a modified Ek-optimality criterion

Autor:

Uciński, Dariusz

Data wydania:

2020

Typ zasobu:

artykuł

Współtwórca:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Tytuł publikacji grupowej:

AMCS, volume 30 (2020)

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.

Wydawca:

Zielona Góra: Uniwersytet Zielonogórski

Identyfikator zasobu:

oai:zbc.uz.zgora.pl:86180

DOI:

10.34768/amcs-2020-0049

Strony:

659-677

Źródło:

AMCS, volume 30, number 4 (2020) ; kliknij tutaj, żeby przejść

Jezyk:

eng

Licencja CC BY 4.0:

kliknij tutaj, żeby przejść

Prawa do dysponowania publikacją:

Biblioteka Uniwersytetu Zielonogórskiego

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