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

DOI10.1023/B:JOTA.0000037405.55660.A4zbMATH Open1062.49007OpenAlexW2077830240MaRDI QIDQ703173FDOQ703173

Authors: D. Kharzeev 

Publication date: 11 January 2005

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

Full work available at URL: https://doi.org/10.1023/b:jota.0000037405.55660.a4

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zbMATH Keywords

variational inequalityentropy maximizationiterative alternating direction method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Variational inequalities (49J40)

Cites Work

• Title not available (Why is that?)
• A class of projection and contraction methods for monotone variational inequalities
• Inexact implicit methods for monotone general variational inequalities
• An algorithm for maximizing entropy subject to simple bounds
• A note on solution of large sparse maximum entropy problems with linear equality constraints
• Title not available (Why is that?)
• Solution and applications of a class of general linear variational inequalities
• Estimation of the most likely equilibrium traffic queueing pattern in a capacity constrained network

Cited In (4)

• Inexact proximal point method for general variational inequalities
• A projection algorithm for general variational inequalities with perturbed constraint sets
• An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
• The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling

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