Quadratically constrained minimum cross-entropy analysis
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This paper deals with minimum cross-entropy problems with quadratic (convex) constraints. Using some geometric inequalities they derive a nonsmooth concave linearly constrained dual problem. Regularizing this dual problem they get a smooth dual problem whose solutions allow to compute an approximation of the primal solution.
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Cites work
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- Controlled dual perturbations for l p -programming
- Controlled perturbations for quadratically constrained quadratic programs
- Convex Analysis
- Extremal principles and optimization dualities for khinchin-kullback-leibler estimation
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- scientific article; zbMATH DE number 3272827 (Why is no real title available?)
- Minimum cross-entropy spectral analysis
- Quadratically Constrained Information Theoretic Analysis
Cited in
(16)- Minimum cross-entropy analysis with entropy-type constraints
- On the optimal entropy analysis
- Linearly constrained estimation by mathematical programming
- Proximal minimization algorithm with \(D\)-functions
- Deriving an unconstrained convex program for linear programming
- Interior-point algorithm for quadratically constrained entropy minimization problems
- A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem
- Quasi chain rule for min-entropy
- Minimum discrimination information problems via generalized geometric programming.
- Entropy optimization models with convex constraints
- An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints
- Quadratically constrained information theoretic analysis
- Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method
- Quadratically Constrained Information Theoretic Analysis
- An unconstrained convex programming view of linear programming
- Linear programming with entropic perturbation
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