Alternating direction method for maximum entropy subject to simple constraint sets.

DOI10.1023/B:JOTA.0000037405.55660.a4zbMath1062.49007MaRDI QIDQ703173

D. Kharzeev

Publication date: 11 January 2005

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequality; entropy maximization; iterative alternating direction method

Mathematics Subject Classification ID

90C25: Convex programming

65K10: Numerical optimization and variational techniques

49J40: Variational inequalities