Solving maximum-entropy sampling problems using factored masks

DOI10.1007/s10107-006-0024-1zbMath1278.90317OpenAlexW2150615968MaRDI QIDQ868455

Samuel Burer, Jon Lee

Publication date: 5 March 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0024-1

zbMATH Keywords

entropyeigenvaluebranch and boundnonlinear programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27)

Related Items (9)

Generalized maximum-entropy sampling ⋮ Tridiagonal maximum-entropy sampling and tridiagonal masks ⋮ An outer-approximation algorithm for maximum-entropy sampling ⋮ An outer-approximation algorithm for maximum-entropy sampling ⋮ An outer-approximation approach for information-maximizing sensor selection ⋮ An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data ⋮ Efficient Solution of Maximum-Entropy Sampling Problems ⋮ Maximum-entropy sampling and the Boolean quadric polytope ⋮ Mixing convex-optimization bounds for maximum-entropy sampling

Uses Software

• SDPLR
• CirCut
• GradSamp

Cites Work

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• Optimal monitoring network designs
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• On analyticity of functions involving eigenvalues
• A linear integer programming bound for maximum-entropy sampling
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• A projected gradient algorithm for solving the maxcut SDP relaxation
• Constrained Maximum-Entropy Sampling
• Rank-Two Relaxation Heuristics for MAX-CUT and Other Binary Quadratic Programs
• An Exact Algorithm for Maximum Entropy Sampling
• Maximum Entropy Sampling and Optimal Bayesian Experimental Design
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization

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