cvxoptdes: convex optimal experiment design in R
Abstract
The cvxoptdes R-package provides a unified framework to perform convex optimal experiment design and online response optimization for linear, generalized linear and additive, nonlinear, and random intercept mixed models, using exclusively open-source solvers. It supports optimization and augmentation of weighted, penalized and convex constrained continuous designs across a discrete grid of candidate points and rounding to integer-valued designs using point-exchange algorithms or mixed-integer programming for orthogonally constrained designs, including the class of orthogonal minimally aliased response surface (OMARS) designs. Models and design constraints are defined and updated in an object-oriented context with the aim to facilitate the process of sequential (penalized) design augmentation analogous to online design procedures known from active learning and Bayesian optimization.
Related
- Optimal transport to non-convex polyhedral domains
- Optimal regularity of optimal transport and degenerations of convex cones
- Silver Rate Is (Almost) Optimal for Gradient Descent: The Strongly Convex Case
- Optimal MM* bounds for convex bodies
- Near-Optimal Convex Optimization with Lazy Second-Order Oracles
BibTeX
@misc{chau2026cvxoptdes,
title = {{cvxoptdes: convex optimal experiment design in R}},
author = {Joris Chau and Alexandre Segers and Martin Otava and Stephen Karanja},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.14288},
eprint = {2610.14288},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.14288},
}
RIS
TY - UNPB
TI - cvxoptdes: convex optimal experiment design in R
AU - Joris Chau
AU - Alexandre Segers
AU - Martin Otava
AU - Stephen Karanja
PY - 2026
DA - 2026/10/09
PB - arXiv
DO - 10.48550/arxiv.2610.14288
UR - https://arxiv.org/abs/2610.14288
AB - The cvxoptdes R-package provides a unified framework to perform convex optimal experiment design and online response optimization for linear, generalized linear and additive, nonlinear, and random intercept mixed models, using exclusively open-source solvers. It supports optimization and augmentation of weighted, penalized and convex constrained continuous designs across a discrete grid of candidate points and rounding to integer-valued designs using point-exchange algorithms or mixed-integer programming for orthogonally constrained designs, including the class of orthogonal minimally aliased response surface (OMARS) designs. Models and design constraints are defined and updated in an object-oriented context with the aim to facilitate the process of sequential (penalized) design augmentation analogous to online design procedures known from active learning and Bayesian optimization.
ER -