The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling (Q1000209)

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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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