The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
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Publication:1000209
DOI10.1016/j.jcp.2008.08.020zbMath1157.65381MaRDI QIDQ1000209
Publication date: 5 February 2009
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2008.08.020
65K05: Numerical mathematical programming methods
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