Biometrika · 1973 · 99 citations · 3 references
Natural SciencesMathematicsDesign OptimizationDesign TheoryOptimizationGeometric OptimizationOptimality TheoryOptimization TheoryDuality TheoryLagrangian DualityLagrangian FunctionOptimal DesignOptimality ConditionsStrong Duality
A geometric interpretation of optimal design problems is given. This provides a unified treatment of the equivalence theorems for D-optimal and Ds-optimal designs in the form of duality theorems established by means of Strong Lagrangian Theory. The appropriate theorem for Ds-optimality is proved. A monotonic procedure for constructing D-optimal designs is suggested by the duality. This is described and its convergence established.
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The Equivalence of Two Extremum Problems
J. Kiefer, J. Wolfowitz · Canadian Journal of Mathematics · 1960 · 889 citations · Full text
Samuel Karlin, W. J. Studden · The Annals of Mathematical Statistics · 1966 · 324 citations · Full text