Network-related problems in optimal experimental design and second order cone programming

DOI10.2478/V10127-012-0016-XzbMath1313.62116OpenAlexW2015641782MaRDI QIDQ2913230

Guillaume Sagnol

Publication date: 26 September 2012

Published in: Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/v10127-012-0016-x

zbMATH Keywords

optimal designsecond-order cone programmingnetwork monitoringAR(1) process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Applications of mathematical programming (90C90)

Uses Software

• SeDuMi
• NetQuest

Cites Work

• Unnamed Item
• Computing optimal designs of multiresponse experiments reduces to second-order cone program\-ming
• Optimal experiment design in a filtering context with application to sampled network data
• Applications of second-order cone programming
• An IP approach to toll enforcement optimization on German motorways
• The Sequential Generation of $D$-Optimum Experimental Designs

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