Alternating direction method for maximum entropy subject to simple constraint sets.

DOI10.1023/B:JOTA.0000037405.55660.A4MaRDI QIDQ703173zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 11 January 2005

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:jota.0000037405.55660.a4

zbMATH Keywords

variational inequalityentropy maximizationiterative alternating direction method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Variational inequalities (49J40)

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Cites work

• scientific article; zbMATH DE number 3868459 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• A class of projection and contraction methods for monotone variational inequalities
• A note on solution of large sparse maximum entropy problems with linear equality constraints
• An algorithm for maximizing entropy subject to simple bounds
• Estimation of the most likely equilibrium traffic queueing pattern in a capacity constrained network
• Inexact implicit methods for monotone general variational inequalities
• Solution and applications of a class of general linear variational inequalities

Cited in

(4)

• Inexact proximal point method for general variational inequalities
• A projection algorithm for general variational inequalities with perturbed constraint sets
• An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
• The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling

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