The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling

DOI10.1016/j.jcp.2008.08.020zbMath1157.65381OpenAlexW2147283336MaRDI QIDQ1000209

Rafail V. Abramov

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

zbMATH Keywords

convex optimizationnumerical methodsmaximum entropy problemmoment constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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Uses Software

• LBFGS-B

Cites Work

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