Quasi-Newton algorithm for optimal approximate linear regression design: optimization in matrix space
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Publication:1644428
DOI10.1016/j.jspi.2018.03.005zbMath1394.62102OpenAlexW2810368869MaRDI QIDQ1644428
Rainer Schwabe, Norbert Gaffke
Publication date: 21 June 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2018.03.005
information matrixefficiencygradientconvex hullBFGS updateoptimality criterionmultiplicative algorithmlocal quadratic approximationconvex quadratic minimizationlocal optimal design
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