Removing non-optimal support points in D-optimum design algorithms

Luc Pronzato

Statistics & Probability Letters, 2003, vol. 63, issue 3, 223-228

Abstract: We show that points can be removed from the design space during the search for a D-optimum design, using a simple inequality satisfied by support points of a D-optimum design measure. This inequality does not seem to have been noticed before but may be used for accelerating algorithms for D-optimum design, or for the determination of minimum covering ellipsoids, as used, e.g., in ellipsoidal trimming.

Keywords: D-optimum; design; Design; algorithm; Support; point (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (6)

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