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T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method. (English) Zbl 1430.62176
Summary: We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets. Our proposed optimality criterion is formulated as a convex optimization problem with a moment cone constraint. When the regression models have one factor, an exact semidefinite representation of the moment cone constraint can be applied to obtain an equivalent semidefinite program. When there are two or more factors in the models, we apply a moment relaxation technique and approximate the moment cone constraint by a hierarchy of semidefinite-representable outer approximations. When the relaxation hierarchy converges, an optimal discrimination design can be recovered from the optimal moment matrix, and its optimality can be additionally confirmed by an equivalence theorem. The methodology is illustrated with several examples.
##### MSC:
 62K05 Optimal statistical designs 62J02 General nonlinear regression 90C22 Semidefinite programming
##### Software:
AIMMS; CVX; CVXPY; GloptiPoly; LMI toolbox; Mosek; Robotics; ROME; SDPT3; SeDuMi; YALMIP
Full Text:
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