Constrained optimal designs |
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| Institution: | 1. Department of Chemistry, Sapienza University of Rome, P.le A. Moro, 5, 00185 Rome, Italy;2. Department of Management, Commodity Sciences Laboratory, Sapienza University of Rome, via del Castro Laurenziano 9, 00161 Rome, Italy;3. Department of Sciences Roma Tre University, via della Vasca Navale 46, 00156, Rome, Italy;4. Department of Basic and Applied Sciences for Engineering, Sapienza University of Rome, Via A. Scarpa 14, 00161 Rome, Italy;1. Energy and Resources Group, University of California, Berkeley, CA 94720-3050, United States;2. Electrical, Computer & Energy Engineering and Renewable and Sustainable Energy Institute, University of Colorado, Boulder Colorado 80309-0552 United States;3. National Renewable Energy Laboratory (NREL), Golden, CO 80401 United States |
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| Abstract: | The problem combining optimality criteria using constrained optimization techniques is considered. Constraints may be due to some optimality criteria so that the designs satisfying the constraints will have at least the minimal quality that an investigator wishes to maintain. A necessary and sufficient condition similar to Kiefer (Theorem 1, 1974a) is obtained using Fréchet derivatives. Some examples are presented to illustrate some possible applications of the constrained optimality criterion, including Stigler's (1971) C-restricted D-criterion, Lauter's (1976) multiresponse modeling problem and Lee (1987), combination of A- and D-criteria. |
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