Network-related problems in optimal experimental design and second order cone programming

  • 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.
Metadaten
Author:Guillaume Sagnol
Document Type:In Proceedings
Parent Title (English):Proceedings of PROBASTAT'2011, Tatra Mountains Mathematical Publications
Volume:51
First Page:161
Last Page:171
Year of first publication:2012
Preprint:urn:nbn:de:0297-zib-14942
DOI:https://doi.org/10.2478/v10127-012-0016-x