Entropy optimization and mathematical programming

zbMATH Open0933.90051MaRDI QIDQ1374472FDOQ1374472

J. R. Rajasekera, Shu-Cherng Fang, H.-S. Jacob Tsao

Publication date: 8 December 1997

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

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zbMATH Keywords

Bayesian statisticsinterior point methodsentropy functionentropy optimizationentropic penaltymin-max problemsentropic regularizationentropic perturbation

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Cited In (51)

• Computation and analysis for a constrained entropy optimization problem in finance
• Title not available (Why is that?)
• Primal-Dual Interior-Point Methods for Domain-Driven Formulations
• New class of multiplicative algorithms for solving of entropy-linear programs
• Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
• A dual approach for solving the combined distribution and assignment problem with link capacity constraints
• Research on probability mean-lower semivariance-entropy portfolio model with background risk
• Network topology of the interbank market
• Adaptive change of basis in entropy-based moment closures for linear kinetic equations
• Approximation of nonnegative functions by means of exponentiated trigonometric polynomials
• Filling in the blanks: network structure and interbank contagion
• Generalized variational inequalities with fuzzy relation
• Entropic perturbation method for solving a system of linear inequalities
• Portfolio selection based on fuzzy cross-entropy
• The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program
• Irregular polyomino tiling via integer programming with application in phased array antenna design
• An improved Stirling approximation for trip distribution models
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
• Solving contact forces with the competition between potential energy and entropy in elastic mechanics
• Multi-objective possibilistic model for portfolio selection with transaction cost
• Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme
• The use of bigrams to enhance text categorization
• Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation
• Linear programming with fuzzy coefficients in constraints
• A note on entropy optimization
• Duality for optimization problems with entropy-like objective functions
• DEA models incorporating uncertain future performance
• Efficient numerical methods for entropy-linear programming problems
• An M-objective penalty function algorithm under big penalty parameters
• Solving variational inequalities defined on a domain with infinitely many linear constraints
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
• Construction of polygonal interpolants: a maximum entropy approach
• Solving mathematical programs with fuzzy equilibrium constraints
• A new fuzzy multi-objective programming: entropy based geometric programming and its application of transportation problems
• Portfolio selection based on distance between fuzzy variables
• An entropic regularization approach for mathematical programs with equilibrium constraints
• Entropy programming modeling of IBNR claims reserves
• An entropy based central cutting plane algorithm for convex min-Max semi-infinite programming problems
• Solving a class of semi-infinite variational inequality problems via a homotopy method
• Solving convex programs with infinitely many linear constraints by a relaxed cutting plane method
• On the smoothing of the square-root exact penalty function for inequality constrained optimization
• An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
• Newton polytopes and relative entropy optimization
• On Lipschitz continuity of solutions to equilibrium problems via the Hiriart-Urruty oriented distance function
• Multi-period cardinality constrained portfolio selection models with interval coefficients
• Fuzzy multi-period portfolio selection model with discounted transaction costs
• Recursive approximation of the high dimensional max function
• Optimization of the ambulance fleet location and relocation
• On Surrogate Duality and Competition between Entropy and Potential Energy in the Finite Element Model of Elastic Contact Mechanics

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