Duality Relationships for Entropy-Like Minimization Problems
From MaRDI portal
Publication:3978022
DOI10.1137/0329017zbMATH Open0797.49030OpenAlexW2096876265MaRDI QIDQ3978022FDOQ3978022
Jonathan M. Borwein, A. S. Lewis
Publication date: 25 June 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0329017
Recommendations
- Duality for optimization problems with entropy-like objective functions
- Convex minimization problems with weak constraint qualifications
- Dual Methods in Entropy Maximization. Application to Some Problems in Crystallography
- The role of duality in optimization problems involving entropy functionals with applications to information theory
- Minimization of entropy functionals
Cited In (63)
- Title not available (Why is that?)
- Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle
- Tuning parameter-free nonparametric density estimation from tabulated summary data
- Heuristic solutions to polynomial moment problems with some convex entropic objectives
- A consistent BGK model with velocity-dependent collision frequency for gas mixtures
- Systemic risk in the European sovereign and banking system
- Semi-conservative high order scheme with numerical entropy indicator for intrusive formulations of hyperbolic systems
- Adaptive change of basis in entropy-based moment closures for linear kinetic equations
- Multivariate truncated moments problems and maximum entropy
- Dual Methods in Entropy Maximization. Application to Some Problems in Crystallography
- Locally Ф-integrable σ-martingale densitiesfor general semimartingales
- ON THE SOLVABILITY OF MAXIMUM ENTROPY MOMENT PROBLEMS IN TEXTURE ANALYSIS
- An Analysis of Equilibria in Dense Nematic Liquid Crystals
- Duality for minimum matrix norm problems
- Efficient information theoretic inference for conditional moment restrictions
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Title not available (Why is that?)
- Existence and characterization of conditional density projections
- Approximate maximum entropy on the mean for instrumental variable regression
- Inference in ϕ-families of distributions
- A maximum entropy method for solving Frobenius-Perron operator equations
- Scaling algorithms for unbalanced optimal transport problems
- Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals
- Maximum entropy and feasibility methods for convex and nonconvex inverse problems
- Partially finite convex programming. II: Explicit lattice models
- An inverse entropy optimization problem for matrix-valued carathéodory functions
- Optimal experimental design criterion for discriminating semiparametric models
- Duality for optimization problems with entropy-like objective functions
- A Numerical Approach for a System of Transport Equations in the Field of Radiotherapy
- TheM2Model for Dose Simulation in Radiation Therapy
- A simple Duality Proof for Quadratically Constrained Entropy Functionals and Extension to Convex Constraints
- Solving Fredholm equations by maximum entropy on the mean. Application to superresolution
- A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds
- Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
- No-arbitrage bounds for the forward smile given marginals
- Maximum entropy methods as the bridge between microscopic and macroscopic theory
- Facial reduction in partially finite convex programming
- Analysis of a micro-macro acceleration method with minimum relative entropy moment matching
- The generalized cross entropy method, with applications to probability density estimation
- Bayesian general equilibrium
- The maximum entropy method on the mean: Applications to linear programming and superresolution
- Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis
- On the convergence of the regularized entropy-based moment method for kinetic equations
- A Note on Cores and Quasi Relative Interiors in Partially Finite Convex Programming
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations
- The convergence of entropy-based approximations for moment problems
- Uniform convergence for moment problems with Fermi-Dirac type entropies
- Regularizing with Bregman--Moreau Envelopes
- Nonparametric assessment of hedge fund performance
- Conditional principles for random weighted measures
- An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints
- Positive filtered \(\mathrm P_N\) moment closures for linear kinetic equations
- A general duality approach to \(I\)-projections
- Minimization of entropy functionals
- An approximation of the \(M_2\) closure: application to radiotherapy dose simulation
- Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation
- On the Convergence of Moment Problems
- A moment closure based on a projection on the boundary of the realizability domain: extension and analysis
- Empirical likelihood in some semiparametric models
- Entropy-based mixed three-moment description of fermionic radiation transport in slab and spherical geometries
- On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems
- A moment closure based on a projection on the boundary of the realizability domain: 1D case
- Assessing misspecified asset pricing models with empirical likelihood estimators
This page was built for publication: Duality Relationships for Entropy-Like Minimization Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3978022)