Two complexity results on c-optimality in experimental design

  • Authors:
  • Michal Černý;Milan Hladík

  • Affiliations:
  • Department of Econometrics, University of Economics, Prague, Prague, Czech Republic 130 00;Faculty of Mathematics and Physics, Department of Applied Mathematics, Charles University, Prague, Prague, Czech Republic

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2012

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Abstract

Finding a c-optimal design of a regression model is a basic optimization problem in statistics. We study the computational complexity of the problem in the case of a finite experimental domain. We formulate a decision version of the problem and prove its $\boldsymbol{\mathit{NP}}$ -completeness. We provide examples of computationally complex instances of the design problem, motivated by cryptography. The problem, being $\boldsymbol{\mathit{NP}}$ -complete, is then relaxed; we prove that a decision version of the relaxation, called approximate c-optimality, is P-complete. We derive an equivalence theorem for linear programming: we show that the relaxed c-optimality is equivalent (in the sense of many-one LOGSPACE-reducibility) to general linear programming.