CONSTRAINED OPTIMIZATION OF EXPERIMENTAL-DESIGN

This is an attempt to discuss various approaches developed in experime ntal design when constraints are imposed. These constraints may be on the total cost of the experiment, the location of the supporting point , the value of auxiliary objective functions, and so on. The basic ide a of the paper is that all corresponding optimization problems can be imbedded in the convex theory of experimental design. Part 1 is concer ned with the properties of optimal designs, while Part 2 is devoted ma inly to numerical methods. We have tried to avoid details, emphasizing ideas rather than technicalities. This is not intended as a literatur e review. The authors subjectively surely left many excellent papers b ehind.