An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints

DOI10.1016/0377-0427(95)00266-9zbMath0872.65054MaRDI QIDQ1923627

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

Publication date: 8 October 1997

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(95)00266-9

zbMATH Keywords

convergence; numerical examples; duality; semi-infinite programming; compact metric space; entropy optimization problem; cutting-plane type algorithm; infinite constraint set

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C48: Programming in abstract spaces

90C34: Semi-infinite programming

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