A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem

DOI10.1016/0377-2217(94)90365-4MaRDI QIDQ1342076zbMATH OpenOpenAlexFDO

Authors Shu-Cherng Fang, H.-S. Jacob Tsao

Publication date 11 January 1995

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(94)90365-4

zbMATH Keywords

unconstrained optimizationquadratic rate of convergencecross-entropy minimizationcurved-search algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Measures of information, entropy (94A17)

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Cited in

(6)

• On the entropic perturbation and exponential penalty methods for linear programming
• An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints
• Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method
• Quadratically constrained minimum cross-entropy analysis
• scientific article; zbMATH DE number 5818908 (Why is no real title available?)
• Cross entropy algorithm with multiple important sample level estimation for global optimization problems

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