A note on solution of large sparse maximum entropy problems with linear equality constraints

DOI10.1007/BF01588310zbMATH Open0431.90068OpenAlexW2013615502MaRDI QIDQ3869099FDOQ3869099

Authors: Jan R. Eriksson 

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588310

zbMATH Keywords

conjugate gradient methodNewton's methodforecasting modelsnumerical experiencelinear equality constraintsapplications of entropy modelslarge sparse maximum entropy problems

Mathematics Subject Classification ID

Nonlinear programming (90C30) Measures of information, entropy (94A17)

Cites Work

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• Accelerated projection methods for computing pseudoinverse solutions of systems of linear equations
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• Condition numbers and equilibration of matrices
• Accelerating the Convergence of Discretization Algorithms

Cited In (14)

• Matrix scaling, entropy minimization, and conjugate duality. I: Existence conditions
• Alternating direction method for maximum entropy subject to simple constraint sets.
• Algorithms for quadratic constrained matrix problems
• The simultaneous two-step entropy model
• An algorithm for deconvolution by the maximum entropy method with astronomical applications
• Theoretical framework for the analysis of linearly constrained convex programs
• On some methods for entropy maximization and matrix scaling
• Matrix scaling, entropy minimization, and conjugate duality. II: The dual problem
• An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
• An entropy target-point approach to multiobjective programming
• A long range forestry planning problem with multiple objectives
• Discrete-time optimal control of an economic system using different objective functions
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Entropy in linear programs

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