Combinatorial algorithm for Optimal Design

ACO Student Seminar
Friday, April 5, 2019 - 1:05pm for 1 hour (actually 50 minutes)
Skiles 005
Vivek Madan – ISyE, Georgia Tech – vmadan7@gatech.edu
He Guo

In an optimal design problem, we are given a set of linear experiments v1,...,vn \in R^d and k >= d, and our goal is to select a set or a multiset S subseteq [n] of size k such that Phi((\sum_{i \in [n]} v_i v_i^T )^{-1}) is minimized. When Phi(M) = det(M)^{1/d}, the problem is known as the D-optimal design problem, and when Phi(M) = tr(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. This is due to its simplicity and its empirical performance. 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 $\frac{k}{d}$ 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.