Solving maximum-entropy sampling problems using factored masks

DOI10.1007/S10107-006-0024-1MaRDI QIDQ868455zbMATH OpenOpenAlexFDO

Authors 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

entropynonlinear programmingeigenvaluebranch and bound

Mathematics Subject Classification ID

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

Recommendations

• Efficient solution of maximum-entropy sampling problems
• Maximum-entropy sampling and the Boolean quadric polytope
• Tridiagonal maximum-entropy sampling and tridiagonal masks
• Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems
• Continuous relaxations for Constrained Maximum-Entropy Sampling

Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 806801 (Why is no real title available?)
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• A linear integer programming bound for maximum-entropy sampling
• A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
• A projected gradient algorithm for solving the maxcut SDP relaxation
• An Exact Algorithm for Maximum Entropy Sampling
• Constrained maximum-entropy sampling
• Maximum Entropy Sampling and Optimal Bayesian Experimental Design
• On analyticity of functions involving eigenvalues
• Optimal monitoring network designs
• Rank-two relaxation heuristics for MAX-CUT and other binary quadratic programs
• Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems

Cited in

(10)

• An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data
• Technical note -- Masking Anstreicher's Linx bound for improved entropy bounds
• Generalized maximum-entropy sampling
• Tridiagonal maximum-entropy sampling and tridiagonal masks
• Maximum-entropy sampling and the Boolean quadric polytope
• Efficient solution of maximum-entropy sampling problems
• Mixing convex-optimization bounds for maximum-entropy sampling
• 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

Describes a project that uses

Uses Software

• GradSamp
• CirCut
• SDPLR

This page was built for publication: Solving maximum-entropy sampling problems using factored masks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q868455)