  We consider optimal non-sequential designs for a large class of (linear and
nonlinear) regression models involving polynomials and rational functions with
heteroscedastic noise also given by a polynomial or rational weight function.
The proposed method treats D-, E-, A-, and $\Phi_p$-optimal designs in a
unified manner, and generates a polynomial whose zeros are the support points
of the optimal approximate design, generalizing a number of previously known
results of the same flavor. The method is based on a mathematical optimization
model that can incorporate various criteria of optimality and can be solved
efficiently by well established numerical optimization methods. In contrast to
previous optimization-based methods proposed for similar design problems, it
also has theoretical guarantee of its algorithmic efficiency; in fact, the
running times of all numerical examples considered in the paper are negligible.
The stability of the method is demonstrated in an example involving high degree
polynomials. After discussing linear models, applications for finding locally
optimal designs for nonlinear regression models involving rational functions
are presented, then extensions to robust regression designs, and trigonometric
regression are shown. As a corollary, an upper bound on the size of the support
set of the minimally-supported optimal designs is also found. The method is of
considerable practical importance, with the potential for instance to impact
design software development. Further study of the optimality conditions of the
main optimization model might also yield new theoretical insights.
