Quadratically constrained minimum cross-entropy analysis
From MaRDI portal
Publication:1119476
DOI10.1007/BF01587079zbMath0671.90071MaRDI QIDQ1119476
Shu-Cherng Fang, J. R. Rajasekera
Publication date: 1989
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
perturbation; duality; approximation; geometric inequalities; minimum cross-entropy problems; nonsmooth concave linearly constrained dual problem; quadratic (convex) constraints
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49N15: Duality theory (optimization)
94A17: Measures of information, entropy
90C99: Mathematical programming
Related Items
Linear programming with entropic perturbation, Minimum cross-entropy analysis with entropy-type constraints, On the optimal entropy analysis, Proximal minimization algorithm with \(D\)-functions, Deriving an unconstrained convex program for linear programming, Interior-point algorithm for quadratically constrained entropy minimization problems, A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem, An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints, An unconstrained convex programming view of linear programming
Uses Software
