Quadratically constrained minimum cross-entropy analysis (Q1119476)
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scientific article; zbMATH DE number 4099054
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| English | Quadratically constrained minimum cross-entropy analysis |
scientific article; zbMATH DE number 4099054 |
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Quadratically constrained minimum cross-entropy analysis (English)
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1989
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This paper deals with minimum cross-entropy problems with quadratic (convex) constraints. Using some geometric inequalities they derive a nonsmooth concave linearly constrained dual problem. Regularizing this dual problem they get a smooth dual problem whose solutions allow to compute an approximation of the primal solution.
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duality
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perturbation
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minimum cross-entropy problems
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quadratic (convex) constraints
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geometric inequalities
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nonsmooth concave linearly constrained dual problem
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approximation
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0.8859426975250244
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0.8591821789741516
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0.8312236070632935
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0.8285186290740967
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