A note on solution of large sparse maximum entropy problems with linear equality constraints
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Publication:3869099
Cites work
- scientific article; zbMATH DE number 3143969 (Why is no real title available?)
- scientific article; zbMATH DE number 3286662 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Accelerated projection methods for computing pseudoinverse solutions of systems of linear equations
- Accelerating the Convergence of Discretization Algorithms
- Condition numbers and equilibration of matrices
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
- On some methods for entropy maximization and matrix scaling
- Theoretical framework for the analysis of linearly constrained convex programs
- 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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