Biometrika 1974 61(2):299-302; doi:10.1093/biomet/61.2.299
© 1974 by Biometrika Trust
A Lagrangian approach to optimal design
S. D. SILVEY and
D. M. TITTERINGTON
Department of Statistics, University of Glasgow
A duality theorem is proved which involves a general concave function on the set of non-negative definite symmetric k x k matrices. Its relevance to a generalization of the Equivalence Theorem for D-optimal design measures is indicated.
Key Words: Duality General Equivalence Theorem Lagrangian theory Optimal Design Regression design

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