The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling (Q1000209): Difference between revisions
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scientific article
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English | The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling |
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The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling (English)
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5 February 2009
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maximum entropy problem
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moment constraints
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convex optimization
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numerical methods
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