A nonlinear preconditioner for optimum experimental design problems
We show how to efficiently compute A-optimal experimental designs, which are formulated in terms of the minimization of the trace of the covariance matrix of the underlying regression process, using quasi-Newton sequential quadratic programming methods. In particular, we introduce a modification of...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2015-05-01
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| Series: | EURO Journal on Computational Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2192440621000423 |