A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem

DOI10.1016/0377-2217(94)90365-4zbMath0812.90125OpenAlexW2016878194MaRDI QIDQ1342076

Shu-Cherng Fang, H.-S. Jacob Tsao

Publication date: 11 January 1995

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90365-4

zbMATH Keywords

unconstrained optimizationquadratic rate of convergencecross-entropy minimizationcurved-search algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Measures of information, entropy (94A17)

Related Items (2)

On the entropic perturbation and exponential penalty methods for linear programming ⋮ An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints

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