Constrained optimal designs

Carl M.S. Lee

Research output: Contribution to journalArticlepeer-review

32 Scopus citations

Abstract

The problem combining optimality criteria using constrained optimization techniques is considered. Constraints may be due to some optimality criteria so that the designs satisfying the constraints will have at least the minimal quality that an investigator wishes to maintain. A necessary and sufficient condition similar to Kiefer (Theorem 1, 1974a) is obtained using Fréchet derivatives. Some examples are presented to illustrate some possible applications of the constrained optimality criterion, including Stigler's (1971) C-restricted D-criterion, Lauter's (1976) multiresponse modeling problem and Lee (1987), combination of A- and D-criteria.

Original languageEnglish
Pages (from-to)377-389
Number of pages13
JournalJournal of Statistical Planning and Inference
Volume18
Issue number3
DOIs
StatePublished - Mar 1988
Externally publishedYes

Keywords

  • Convex programming
  • Fréchet derivative
  • Kuhn-Tucker condition
  • Lagrangian function
  • saddle point

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