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Optimisation in space of measures and optimal design

Ilya MolchanovSergei Zuyev — 2004

ESAIM: Probability and Statistics

The paper develops an approach to optimal design problems based on application of abstract optimisation principles in the space of measures. Various design criteria and constraints, such as bounded density, fixed barycentre, fixed variance, etc. are treated in a unified manner providing a universal variant of the Kiefer-Wolfowitz theorem and giving a full spectrum of optimality criteria for particular cases. Incorporating the optimal design problems into conventional optimisation framework makes...

Optimisation in space of measures and optimal design

Ilya MolchanovSergei Zuyev — 2010

ESAIM: Probability and Statistics

The paper develops an approach to optimal design problems based on application of abstract optimisation principles in the space of measures. Various design criteria and constraints, such as bounded density, fixed barycentre, fixed variance, etc. are treated in a unified manner providing a universal variant of the Kiefer-Wolfowitz theorem and giving a full spectrum of optimality criteria for particular cases. Incorporating the optimal design problems into conventional optimisation framework...

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