On the Equivalence of Constrained and Compound Optimal Designs
研究了约束最优设计与复合最优设计两种处理多目标优化问题的方法,证明了它们在信息矩阵空间上是等价的。
Abstract Constrained and compound optimal designs represent two well-known methods for dealing with multiple objectives in optimal design as reflected by two functionals φ1 and φ2 on the space of information matrices. A constrained optimal design is constructed by optimizing φ2 subject to a constraint on φ1, and a compound design is found by optimizing a weighted average of the functionals φ = λφ1 + (1 - λ) φ2, 0 ≤ λ ≤ 1. We show that these two approaches to handling multiple objectives are equivalent. Key Words: D optimalityEfficiencyInformation MatrixLarge sample design