An entropy regularization technique for minimizing a sum of Tchebycheff norms
This paper studies the minimization of a sum of Tchebycheff norms. Since the original formulation of the problem yields a non-smooth objective, the authors propose a smooth approximation based on an entropy function with a smoothing parameter \(\tau\). Subsequently, the resulting smooth minimization problems are solved by a damped Newton method. Driving the smoothing parameter to zero generates a trajectory of optimal solutions that tends to the primal-dual solution set of the original minimization problem. Numerical results for several test problems are shown. Here, the algorithm proposed by the authors is compared with a primal-dual path-following interior point method proposed by \textit{Y. Zhang} [J. Optimization Theory Appl. 77, No. 2, 323--341 (1993; Zbl 0796.49029)].
- On the entropic regularization method for solving min-max problems with applications
- Regularization with approximated L^2 maximum entropy method
- On the cross-entropic regularization method for solving min-max problems
- Solving continuous min-max problems by an iterative entropic regularization method.
- Novel approaches to entropic regularization
- Entropy controlled Laplacian regularization for least square regression
- Bounds for operator/Hilbert-Schmidt norm minimization using entropy
- Entropy function-based algorithms for solving a class of nonconvex minimization problems
- Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm
- A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems
- A quadratically convergent method for minimizing a sum of euclidean norms
- A smoothing Newton method for minimizing a sum of Euclidean norms
- A Stable Algorithm for Solving the Multifacility Location Problem Involving Euclidean Distances
- An Efficient Algorithm for Minimizing a Sum of p-Norms
- An Efficient Algorithm for Minimizing a Sum of Euclidean Norms with Applications
- An Efficient Newton Barrier Method for Minimizing a Sum of Euclidean Norms
- An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms
- scientific article; zbMATH DE number 4123493 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- On the entropic regularization method for solving min-max problems with applications
- On the Implementation of a Primal-Dual Interior Point Method
- Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems
- Set-valued analysis
- Smooth minimization of non-smooth functions
- Smoothing Newton method for minimizing the sum of \(p\) -norms
- Steiner Minimal Trees
- The shortest network under a given topology
This page was built for publication: An entropy regularization technique for minimizing a sum of Tchebycheff norms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q969313)
