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author:

Lau, Lap Chi (Lau, Lap Chi.) [1] | Zhou, Hong (Zhou, Hong.) [2]

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EI

Abstract:

We present a local search framework to design and analyze both combinatorial algorithms and rounding algorithms for experimental design problems. This framework provides a unifying approach to match and improve all known results in D/A/E-design and to obtain new results in previously unknown settings. For combinatorial algorithms, we provide a new analysis of the classical Fedorov's exchange method. We prove that this simple local search algorithm works well as long as there exists an almost optimal solution with good condition number. Moreover, we design a new combinatorial local search algorithm for E-design using the regret minimization framework. For rounding algorithms, we provide a unified randomized exchange algorithm to match and improve previous results for D/A/E-design. Furthermore, the algorithm works in the more general setting to approximately satisfy multiple knapsack constraints, which can be used for weighted experimental design and for incorporating fairness constraints into experimental design. © 2022 Society for Industrial and Applied Mathematics.

Keyword:

Combinatorial optimization Design of experiments Learning algorithms Local search (optimization) Number theory Random number generation Statistics

Community:

  • [ 1 ] [Lau, Lap Chi]University of Waterloo, Waterloo; ON; N2L 3G1, Canada
  • [ 2 ] [Zhou, Hong]School of Mathematics and Statistics, Fuzhou University, Fujian, Fuzhou; 350002, China

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Source :

SIAM Journal on Optimization

ISSN: 1052-6234

Year: 2022

Issue: 3

Volume: 32

Page: 900-951

3 . 1

JCR@2022

2 . 6 0 0

JCR@2023

ESI Discipline: MATHEMATICS;

ESI HC Threshold:24

JCR Journal Grade:1

CAS Journal Grade:1

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 5

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

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