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Dual optimal design and the Christoffel-Darboux polynomial

Abstract : The purpose of this short note is to show that the Christoffel-Darboux polynomial, useful in approximation theory and data science, arises naturally when deriving the dual to the problem of semi-algebraic D-optimal experimental design in statistics. It uses only elementary notions of convex analysis. Geometric interpretations and algorithmic consequences are mentioned.
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https://hal.laas.fr/hal-02931534
Contributor : Didier Henrion <>
Submitted on : Tuesday, December 1, 2020 - 1:54:58 PM
Last modification on : Monday, June 28, 2021 - 2:26:06 PM

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Yohann de Castro, Fabrice Gamboa, Didier Henrion, Jean Lasserre. Dual optimal design and the Christoffel-Darboux polynomial. Optimization Letters, Springer Verlag, 2021, 15, pp.3-8. ⟨10.1007/s11590-020-01680-2⟩. ⟨hal-02931534v2⟩

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