Quadratically constrained minimum cross-entropy analysis
DOI10.1007/BF01587079zbMATH Open0671.90071OpenAlexW2067885730MaRDI QIDQ1119476FDOQ1119476
Shu-Cherng Fang, J. R. Rajasekera
Publication date: 1989
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01587079
approximationdualityperturbationgeometric inequalitiesminimum cross-entropy problemsnonsmooth concave linearly constrained dual problemquadratic (convex) constraints
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Measures of information, entropy (94A17) Duality theory (optimization) (49N15) Mathematical programming (90C99)
Cites Work
- Convex Analysis
- Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
- Extremal principles and optimization dualities for khinchin-kullback-leibler estimation
- Controlled perturbations for quadratically constrained quadratic programs
- Minimum cross-entropy spectral analysis
- Controlled dual perturbations for l p -programming
- Quadratically Constrained Information Theoretic Analysis
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Cited In (15)
- Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method
- Entropy optimization models with convex constraints
- Proximal minimization algorithm with \(D\)-functions
- An unconstrained convex programming view of linear programming
- Linear programming with entropic perturbation
- Deriving an unconstrained convex program for linear programming
- Interior-point algorithm for quadratically constrained entropy minimization problems
- Minimum cross-entropy analysis with entropy-type constraints
- A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem
- Minimum discrimination information problems via generalized geometric programming.
- On the optimal entropy analysis
- Quadratically Constrained Information Theoretic Analysis
- An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints
- Linearly constrained estimation by mathematical programming
- Quasi chain rule for min-entropy
Uses Software
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