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Removing inessential points in c-and A-optimal design
Journal of Statistical Planning and Inference ( IF 0.8 ) Pub Date : 2021-07-01 , DOI: 10.1016/j.jspi.2020.11.011
Luc Pronzato , Guillaume Sagnol

A design point is inessential when it does not contribute to an optimal design, and can therefore be safely discarded from the design space. We derive three inequalities for the detection of such inessential points in c-optimal design: the first two are direct consequences of the equivalence theorem for c-optimality; the third one is derived from a second-order cone programming formulation of c-optimal design. Elimination rules for A-optimal design are obtained as a byproduct. When implemented within an optimization algorithm, each inequality gives a screening test that may provide a substantial acceleration by reducing the size of the problem online. Several examples are presented with a multiplicative algorithm to illustrate the effectiveness of the approach.

中文翻译:

去除 c 和 A 最优设计中的无关紧要的点

当一个设计点对优化设计没有贡献时,它是无关紧要的,因此可以安全地从设计空间中丢弃。我们推导出三个不等式来检测 c 最优设计中的这些非本质点:前两个是 c 最优等价定理的直接结果;第三个来自 c 最优设计的二阶锥规划公式。A 最优设计的消除规则是作为副产品获得的。当在优化算法中实现时,每个不等式都提供了一个筛选测试,可以通过减少在线问题的大小来提供显着的加速。给出了几个带有乘法算法的例子来说明该方法的有效性。
更新日期:2021-07-01
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