An outer-approximation algorithm for maximum-entropy sampling

DOI10.1016/J.DAM.2024.01.002MaRDI QIDQ6202951zbMATH OpenFDO

Authors Marcia Fampa, Jon Lee

Publication date 27 February 2024

Published in Discrete Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

regularizationlocal searchsecond-order approximationouter approximationmixed-integer nonlinear optimizationdisjunctive cutsmaximum-entropy samplingno-good

Mathematics Subject Classification ID

Design of statistical experiments (62Kxx) Communication, information (94Axx) Mathematical programming (90Cxx)

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Cites work

• scientific article; zbMATH DE number 1534303 (Why is no real title available?)
• scientific article; zbMATH DE number 806801 (Why is no real title available?)
• A Mathematical Theory of Communication
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• An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data
• An outer-approximation algorithm for maximum-entropy sampling
• An outer-approximation approach for information-maximizing sensor selection
• Constrained maximum-entropy sampling
• Continuous relaxations for Constrained Maximum-Entropy Sampling
• Disjunctive cuts for mixed integer nonlinear programming problems
• Disjunctive programming
• Efficient solution of maximum-entropy sampling problems
• Forbidden vertices
• Maximum-entropy sampling and the Boolean quadric polytope
• Mixing convex-optimization bounds for maximum-entropy sampling
• Randomized rounding for the largest simplex problem
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Solving maximum-entropy sampling problems using factored masks
• Solving mixed integer nonlinear programs by outer approximation
• Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems
• Using regularization and second order information in outer approximation for convex MINLP

Cited in

(1)

• An outer-approximation algorithm for maximum-entropy sampling

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