Utilize este identificador para referenciar este registo:
https://hdl.handle.net/10316/113975
Título: | Exact Optimal Designs of Experiments for Factorial Models via Mixed-Integer Semidefinite Programming | Autor: | Duarte, Belmiro P. M. | Palavras-chave: | factorial experiments; exact designs; mixed-integer semidefinite programming; model-based optimal designs | Data: | 2023 | Editora: | MDPI | Título da revista, periódico, livro ou evento: | Mathematics | Volume: | 11 | Número: | 4 | Resumo: | The systematic design of exact optimal designs of experiments is typically challenging, as it results in nonconvex optimization problems. The literature on the computation of model-based exact optimal designs of experiments via mathematical programming, when the covariates are categorical variables, is still scarce. We propose mixed-integer semidefinite programming formulations, to find exact D-, A- and I-optimal designs for linear models, and locally optimal designs for nonlinear models when the design domain is a finite set of points. The strategy requires: (i) the generation of a set of candidate treatments; (ii) the formulation of the optimal design problem as a mixed-integer semidefinite program; and (iii) its solution, employing appropriate solvers. For comparison, we use semidefinite programming-based formulations to find equivalent approximate optimal designs. We demonstrate the application of the algorithm with various models, considering both unconstrained and constrained setups. Equivalent approximate optimal designs are used for comparison. | URI: | https://hdl.handle.net/10316/113975 | ISSN: | 2227-7390 | DOI: | 10.3390/math11040854 | Direitos: | openAccess |
Aparece nas coleções: | FCTUC Eng.Química - Artigos em Revistas Internacionais I&D CIEPQPF - Artigos em Revistas Internacionais |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
---|---|---|---|---|
Exact-Optimal-Designs-of-Experiments-for-Factorial-Models-via-MixedInteger-Semidefinite-ProgrammingMathematics.pdf | 423.26 kB | Adobe PDF | Ver/Abrir |
Visualizações de página
19
Visto em 15/mai/2024
Downloads
10
Visto em 15/mai/2024
Google ScholarTM
Verificar
Altmetric
Altmetric
Este registo está protegido por Licença Creative Commons