Network-related problems in Optimal Experimental Design and Second Order Cone Programming

Please always quote using this URN: urn:nbn:de:0297-zib-14942
  • In the past few years several applications of optimal experimental designs have emerged to optimize the measurements in communication networks. The optimal design problems arising from this kind of applications share three interesting properties: (i) measurements are only available at a small number of locations of the network; (ii) each monitor can simultaneously measure several quantities, which can be modeled by ``multiresponse experiments"; (iii) the observation matrices depend on the topology of the network. In this paper, we give an overview of these experimental design problems and recall recent results for the computation of optimal designs by Second Order Cone Programming (SOCP). New results for the network-monitoring of a discrete time process are presented. In particular, we show that the optimal design problem for the monitoring of an AR1 process can be reduced to the standard form and we give experimental results.

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Author:Guillaume Sagnol
Document Type:ZIB-Report
First Page:161
Last Page:171
Tag:Network measurements; Optimal Experimental Design; Second Order Cone Programming
MSC-Classification:62-XX STATISTICS
Publishing Institution:Zuse Institute Berlin (ZIB)
Date of first Publication:2012/03/27
Series (Serial Number):ZIB-Report (11-52)
Published in:Appeared in: Tatra Mountains Mathematical Publications (Proceedings of PROBASTAT'2011)