Optimization of Burg's entropy over linear constraints

DOI10.1016/0168-9274(91)90059-9MaRDI QIDQ756379zbMATH OpenOpenAlexFDO

Authors Yair Censor, Álvaro Rodolfo De Pierro, Alfredo Iusem

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0168-9274(91)90059-9

zbMATH Keywords

Burg's entropy functionconvergencehybrid algorithmiterative algorithmslinear inequalitiesrow-action methodsunderrelaxed Bregman algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

Two special-purpose iterative algorithms for maximization of Burg's entropy function subject to linear inequalities are presented. Both are ``row-action methods which use in each iteration the information contained in only one constraint. One is an underrelaxed Bregman algorithm which requires at each iterative step the solution of a system of equations. In contrast with this, the second algorithm employs a closed-form formula for the iterative step. Complete analyses of the convergence for both algorithms are given.

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Cites work

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Cited in

(17)

• On the dual of linear inverse problems
• Descent methods for convex essentially smooth minimization
• Proximal minimization algorithm with \(D\)-functions
• Approximation of linear programs by Bregman's \(D_F\) projections
• A primal-dual iterative algorithm for a maximum likelihood estimation problem
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• Determination of maximum entropy probability distribution via Burg's measure of entropy
• Two maximum entropy beamforming algorithms for equally spaced line arrays
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• On Block-Iterative Entropy Maximization
• Iterations of paracontractions and firmaly nonexpansive operators with applications to feasibility and optimization
• Re-examination of Bregman functions and new properties of their divergences
• PARALLELIZATION STRATEGIES OF A ROW-ACTION METHOD FOR MULTICOMMODITY NETWORK FLOW PROBLEMS
• Interval underrelaxed bregman's method with an application
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• The primal-dual algorithm as a constraint-set-manipulation device

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