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

DOI10.1007/BF01588310zbMath0431.90068MaRDI QIDQ3869099

Jan R. Eriksson

Publication date: 1980

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

zbMATH Keywords

Newton's method; conjugate gradient method; linear equality constraints; forecasting models; numerical experience; applications of entropy models; large sparse maximum entropy problems

Mathematics Subject Classification ID

90C30: Nonlinear programming

94A17: Measures of information, entropy

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Cites Work

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