Abstract
A computational algorithm is proposed for determinant maximization over the set of all convex combinations of a finite number of nonnegative definite matrices subject to additional box constraints on the weights of those combinations. The underlying idea is to apply a simplicial decomposition algorithm in which the restricted master problem reduces to an uncomplicated multiplicative weight optimization algorithm.
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Uciński, D. (2015). An Algorithm for Construction of Constrained D-Optimum Designs. In: Steland, A., Rafajłowicz, E., Szajowski, K. (eds) Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics, vol 122. Springer, Cham. https://doi.org/10.1007/978-3-319-13881-7_51
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DOI: https://doi.org/10.1007/978-3-319-13881-7_51
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