Efficient solution of maximum-entropy sampling problems

DOI10.1287/OPRE.2019.1962MaRDI QIDQ5144798zbMATH OpenOpenAlexFDO

Authors Kurt M. Anstreicher

Publication date 19 January 2021

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2019.1962

zbMATH Keywords

convex programmingmaximum-entropy samplingnonlinear integer programming

Mathematics Subject Classification ID

Integer programming (90C10) Convex programming (90C25)

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Cites work

• A linear integer programming bound for maximum-entropy sampling
• An Exact Algorithm for Maximum Entropy Sampling
• Constrained maximum-entropy sampling
• Continuous relaxations for Constrained Maximum-Entropy Sampling
• Determinant Maximization with Linear Matrix Inequality Constraints
• Handbook of semidefinite programming. Theory, algorithms, and applications
• scientific article; zbMATH DE number 3783337 (Why is no real title available?)
• Matrix Analysis
• Maximum-entropy sampling and the Boolean quadric polytope
• On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
• Solving maximum-entropy sampling problems using factored masks
• Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems

Cited in

(21)

• Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems
• A linear integer programming bound for maximum-entropy sampling
• Maximum-entropy sampling and the Boolean quadric polytope
• Mixing convex-optimization bounds for maximum-entropy sampling
• Approximately optimal subset selection for statistical design and modelling
• Continuous relaxations for Constrained Maximum-Entropy Sampling
• An Exact Algorithm for Maximum Entropy Sampling
• Generalized maximum-entropy sampling
• Maximum-entropy remote sampling
• Tridiagonal maximum-entropy sampling and tridiagonal masks
• An outer-approximation algorithm for maximum-entropy sampling
• An outer-approximation algorithm for maximum-entropy sampling
• On Computing with Some Convex Relaxations for the Maximum-Entropy Sampling Problem
• Mixed-integer nonlinear optimization: a hatchery for modern mathematics. Abstracts from the workshop held August 13--18, 2023
• Best principal submatrix selection for the maximum entropy sampling problem: scalable algorithms and performance guarantees
• Technical note -- Masking Anstreicher's Linx bound for improved entropy bounds
• Convex relaxation for the generalized maximum-entropy sampling problem
• The augmented factorization bound for maximum-entropy sampling
• Generalized scaling for the constrained maximum-entropy sampling problem
• Branch-and-bound for integer D-optimality with fast local search and variable-bound tightening
• Solving maximum-entropy sampling problems using factored masks

Describes a project that uses

Uses Software

• SDPT3
• CVX

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