skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Explore Research Products in the PAR
It may take a few hours for recently added research products to appear in PAR search results.


This content will become publicly available on August 3, 2026

Title: Computing Experiment-Constrained D-Optimal Designs
In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing for nonlinear relationships in factor levels. We develop scalable algorithms suitable for cases where the number of candidate experiments grows exponentially with the factor dimension, focusing on both first- and second-order models under design constraints. Particularly, our approach integrates convex relaxation with pricing-based local search techniques, which can provide upper bounds and performance guarantees. Unlike traditional local search methods, such as the ``Fedorov exchange" and its variants, our method effectively accommodates arbitrary side constraints in the design space. Furthermore, it yields both a feasible solution and an upper bound on the optimal value derived from the convex relaxation. Numerical results highlight the efficiency and scalability of our algorithms, demonstrating superior performance compared to the state-of-the-art commercial software, \texttt{JMP}.  more » « less
Award ID(s):
2106444 1910423
PAR ID:
10613750
Author(s) / Creator(s):
; ; ; ; ;
Publisher / Repository:
SIAM Conference on Applied and Computational Discrete Algorithms (ACDA25)
Date Published:
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. ; ; ; (, IEEE INFOCOM 2021 - IEEE Conference on Computer Communications)
    null (Ed.)
    We introduce the problem of optimal congestion control in cache networks, whereby both rate allocations and content placements are optimized jointly. We formulate this as a maximization problem with non-convex constraints, and propose solving this problem via (a) a Lagrangian barrier algorithm and (b) a convex relaxation. We prove different optimality guarantees for each of these two algorithms; our proofs exploit the fact that the non-convex constraints of our problem involve DR-submodular functions. 
    more » « less
  2. ; ; ; (, Conference on Learning Theory, COLT 2019)
    In an optimal design problem, we are given a set of linear experiments v1,…,vn∈Rd and k≥d, and our goal is to select a set or a multiset S⊆[n] of size k such that Φ((∑i∈Sviv⊤i)−1) is minimized. When Φ(M)=Determinant(M)1/d, the problem is known as the D-optimal design problem, and when Φ(M)=Trace(M), it is known as the A-optimal design problem. One of the most common heuristics used in practice to solve these problems is the local search heuristic, also known as the Fedorov’s exchange method (Fedorov, 1972). This is due to its simplicity and its empirical performance (Cook and Nachtrheim, 1980; Miller and Nguyen, 1994; Atkinson et al., 2007). However, despite its wide usage no theoretical bound has been proven for this algorithm. In this paper, we bridge this gap and prove approximation guarantees for the local search algorithms for D-optimal design and A-optimal design problems. We show that the local search algorithms are asymptotically optimal when kd is large. In addition to this, we also prove similar approximation guarantees for the greedy algorithms for D-optimal design and A-optimal design problems when kd is large. 
    more » « less
  3. ; ; ; (, Annual Conference on Learning Theory)
    In an optimal design problem, we are given a set of linear experiments v1,…,vn∈Rd and k≥d, and our goal is to select a set or a multiset S⊆[n] of size k such that Φ((∑i∈Sviv⊤i)−1) is minimized. When Φ(M)=Determinant(M)1/d, the problem is known as the D-optimal design problem, and when Φ(M)=Trace(M), it is known as the A-optimal design problem. One of the most common heuristics used in practice to solve these problems is the local search heuristic, also known as the Fedorov’s exchange method (Fedorov, 1972). This is due to its simplicity and its empirical performance (Cook and Nachtrheim, 1980; Miller and Nguyen, 1994; Atkinson et al., 2007). However, despite its wide usage no theoretical bound has been proven for this algorithm. In this paper, we bridge this gap and prove approximation guarantees for the local search algorithms for D-optimal design and A-optimal design problems. We show that the local search algorithms are asymptotically optimal when kd is large. In addition to this, we also prove similar approximation guarantees for the greedy algorithms for D-optimal design and A-optimal design problems when k/d is large. 
    more » « less
  4. ; ; ; (, Proceedings of the AAAI Conference on Artificial Intelligence)
    Anytime heuristic search algorithms try to find a (potentially suboptimal) solution as quickly as possible and then work to find better and better solutions until an optimal solution is obtained or time is exhausted. The most widely-known anytime search algorithms are based on best-first search. In this paper, we propose a new algorithm, rectangle search, that is instead based on beam search, a variant of breadth-first search. It repeatedly explores alternatives at all depth levels and is thus best-suited to problems featuring deep local minima. Experiments using a variety of popular search benchmarks suggest that rectangle search is competitive with fixed-width beam search and often performs better than the previous best anytime search algorithms. 
    more » « less
  5. ; ; ; ; ; (, INFORMS Journal on Computing)
    We study the D-optimal Data Fusion (DDF) problem, which aims to select new data points, given an existing Fisher information matrix, so as to maximize the logarithm of the determinant of the overall Fisher information matrix. We show that the DDF problem is NP-hard and has no constant-factor polynomial-time approximation algorithm unless P = NP. Therefore, to solve the DDF problem effectively, we propose two convex integer-programming formulations and investigate their corresponding complementary and Lagrangian-dual problems. Leveraging the concavity of the objective functions in the two proposed convex integer-programming formulations, we design an exact algorithm, aimed at solving the DDF problem to optimality. We further derive a family of submodular valid inequalities and optimality cuts, which can significantly enhance the algorithm performance. We also develop scalable randomized-sampling and local-search algorithms with provable performance guarantees. Finally, we test our algorithms using real-world data on the new phasor-measurement-units placement problem for modern power grids, considering the existing conventional sensors. Our numerical study demonstrates the efficiency of our exact algorithm and the scalability and high-quality outputs of our approximation algorithms. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms—Discrete. Funding: Y. Li and W. Xie were supported in part by Division of Civil, Mechanical and Manufacturing Innovation [Grant 2046414] and Division of Computing and Communication Foundations [Grant 2246417]. J. Lee was supported in part by Air Force Office of Scientific Research [Grants FA9550-19-1-0175 and FA9550-22-1-0172]. M. Fampa was supported in part by Conselho Nacional de Desenvolvimento Científico e Tecnológico [Grants 305444/2019-0 and 434683/2018-3]. Supplemental Material: The e-companion is available at https://doi.org/10.1287/ijoc.2022.0235 . 
    more » « less
  • Citation Formats
  • MLA
  • APA
  • Chicago
  • BibTeX
  • Save / Share this Record
  • Send to Email