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

DOI10.1023/B:JOTA.0000037405.55660.a4zbMath1062.49007OpenAlexW2077830240MaRDI QIDQ703173

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

zbMATH Keywords

variational inequalityentropy maximizationiterative alternating direction method

Mathematics Subject Classification ID

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

Related Items (2)

Inexact proximal point method for general variational inequalities ⋮ A projection algorithm for general variational inequalities with perturbed constraint sets

Cites Work

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• An algorithm for maximizing entropy subject to simple bounds
• Estimation of the most likely equilibrium traffic queueing pattern in a capacity constrained network
• Inexact implicit methods for monotone general variational inequalities
• Solution and applications of a class of general linear variational inequalities
• A class of projection and contraction methods for monotone variational inequalities
• A note on solution of large sparse maximum entropy problems with linear equality constraints

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