TY - JOUR
T1 - Invited Discussion Paper Constrained Optimization of Experimental Design
AU - Cook, R. D
AU - Fedorov, Valery
PY - 1995/1
Y1 - 1995/1
N2 - . This is an attempt to discuss various approaches developed in experimental design when constraints are imposed. These constraints may be on the total cost of the experiment, the location of the supporting point, the value of auxiliary objective functions, and so on. The basic idea of the paper is that all corresponding optimization problems can be imbedded in the convex theory of experimental design. Part 1 is concerned with the properties of optimal designs, while Part 2 is devoted mainly to numerical methods. We have tried to avoid details, emphasizing ideas rather than technicalities. This is not intended as a literature review. The authors subjectively surely left many excellent papers behind.
AB - . This is an attempt to discuss various approaches developed in experimental design when constraints are imposed. These constraints may be on the total cost of the experiment, the location of the supporting point, the value of auxiliary objective functions, and so on. The basic idea of the paper is that all corresponding optimization problems can be imbedded in the convex theory of experimental design. Part 1 is concerned with the properties of optimal designs, while Part 2 is devoted mainly to numerical methods. We have tried to avoid details, emphasizing ideas rather than technicalities. This is not intended as a literature review. The authors subjectively surely left many excellent papers behind.
KW - Convex design theory
KW - equivalence theorems
KW - large sample designs
KW - optimization on probability measures
UR - http://www.scopus.com/inward/record.url?scp=84951415110&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84951415110&partnerID=8YFLogxK
U2 - 10.1080/02331889508802474
DO - 10.1080/02331889508802474
M3 - Article
AN - SCOPUS:84951415110
SN - 0233-1888
VL - 26
SP - 129
EP - 148
JO - Statistics
JF - Statistics
IS - 2
ER -