Entropy optimization and mathematical programming
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(51)- Computation and analysis for a constrained entropy optimization problem in finance
- New class of multiplicative algorithms for solving of entropy-linear programs
- On Surrogate Duality and Competition between Entropy and Potential Energy in the Finite Element Model of Elastic Contact Mechanics
- Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
- A dual approach for solving the combined distribution and assignment problem with link capacity constraints
- Research on probability mean-lower semivariance-entropy portfolio model with background risk
- Adaptive change of basis in entropy-based moment closures for linear kinetic equations
- Approximation of nonnegative functions by means of exponentiated trigonometric polynomials
- Network topology of the interbank market
- Filling in the blanks: network structure and interbank contagion
- Generalized variational inequalities with fuzzy relation
- Entropic perturbation method for solving a system of linear inequalities
- Portfolio selection based on fuzzy cross-entropy
- Irregular polyomino tiling via integer programming with application in phased array antenna design
- The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program
- An improved Stirling approximation for trip distribution models
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
- Solving contact forces with the competition between potential energy and entropy in elastic mechanics
- Multi-objective possibilistic model for portfolio selection with transaction cost
- The use of bigrams to enhance text categorization
- Continuous min-max programs with semi-infinite constraints
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation
- Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme
- Primal-dual interior-point methods for domain-driven formulations
- Linear programming with fuzzy coefficients in constraints
- A note on entropy optimization
- DEA models incorporating uncertain future performance
- Efficient numerical methods for entropy-linear programming problems
- An M-objective penalty function algorithm under big penalty parameters
- Duality for optimization problems with entropy-like objective functions
- Solving variational inequalities defined on a domain with infinitely many linear constraints
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Solving mathematical programs with fuzzy equilibrium constraints
- Portfolio selection based on distance between fuzzy variables
- A new fuzzy multi-objective programming: entropy based geometric programming and its application of transportation problems
- Construction of polygonal interpolants: a maximum entropy approach
- An entropic regularization approach for mathematical programs with equilibrium constraints
- Entropy programming modeling of IBNR claims reserves
- An entropy based central cutting plane algorithm for convex min-Max semi-infinite programming problems
- Solving a class of semi-infinite variational inequality problems via a homotopy method
- On the smoothing of the square-root exact penalty function for inequality constrained optimization
- Solving convex programs with infinitely many linear constraints by a relaxed cutting plane method
- An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
- Newton polytopes and relative entropy optimization
- On Lipschitz continuity of solutions to equilibrium problems via the Hiriart-Urruty oriented distance function
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Fuzzy multi-period portfolio selection model with discounted transaction costs
- Recursive approximation of the high dimensional max function
- Optimization of the ambulance fleet location and relocation
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