doptimal {sdpt3r} | R Documentation |
D-Optimal Experimental Design
Description
doptimal
creates input for sqlp to solve the D-Optimal Experimental Design problem -
given an nxp matrix with p <= n, find the portion of points that maximizes det(A'A)
Usage
doptimal(V)
Arguments
V |
a pxn matrix containing a set of n test vectors in dimension p (with p <= n) |
Details
Solves the D-optimal experimental design problem. Mathematical and implementation details can be found in the vignette
Value
X |
A list containing the solution matrix to the primal problem |
y |
A list containing the solution vector to the dual problem |
Z |
A list containing the solution matrix to the dual problem |
pobj |
The achieved value of the primary objective function |
dobj |
The achieved value of the dual objective function |
Examples
data(DoptDesign)
out <- doptimal(DoptDesign)
[Package sdpt3r version 0.3 Index]