Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
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.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 30, number 4 (2020) ; kliknij tutaj, żeby przejść
Biblioteka Uniwersytetu Zielonogórskiego
Jul 17, 2025
Jul 17, 2025
7
https://zbc.uz.zgora.pl/publication/101258
| Nazwa wydania | Data |
|---|---|
| Construction of constrained experimental designs on finite spaces for a modified Ek-optimality criterion | Jul 17, 2025 |
Uciński, Dariusz Emirsajłow, Zbigniew - recenzent Mitkowski, Wojciech - recenzent Królikowski, Andrzej - recenzent
Uciński, Dariusz Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Uciński, Dariusz Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Uciński, Dariusz Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Zięba, Tomasz Uciński, Dariusz Gałkowski, Krzysztof - ed. Rogers, Eric - ed. Willems, Jan
Patan, Maciej (1975- ) Uciński, Dariusz Korbicz, Józef (1951- ) - ed. Sauter, Dominique - ed.
Uciński, Dariusz Patan, Maciej (1975- ) Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Korbicz, Józef (1951- ) Uciński, Dariusz Pieczyński, Andrzej (1953- ) Marczewska, Grażyna Korbicz, Józef (1951- ) - red. Cempel, Czesław - red.