Name
Abstract | ||
|---|---|---|
We present a practical approach to Anstreicher and Lee’s masked spectral bound for maximum-entropy sampling, and we describe favorable results that we have obtained with a Branch-and-Bound algorithm based on our approach. By representing masks in factored form, we are able to easily satisfy a semidefiniteness constraint. Moreover, this representation allows us to restrict the rank of the mask as a means for attempting to practically incorporate second-order information. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1007/s10107-006-0024-1 | Math. Program. |
Keywords | Field | DocType |
second-order information,practical approach,entropy ·branchandbound ·nonlinearprogramming ·eigenvalue,factored mask,branch-and-bound algorithm,maximum-entropy sampling problem,factored form,favorable result,semidefiniteness constraint,maximum-entropy sampling,second order,satisfiability,maximum entropy,eigenvalues,branch and bound algorithm | Mathematical optimization,Branch and bound,Form factor (quantum field theory),Nonlinear programming,Sampling (statistics),Branch and bound method,Principle of maximum entropy,Eigenvalues and eigenvectors,Mathematics,restrict | Journal |
Volume | Issue | ISSN |
109 | 2 | 1436-4646 |
Citations | PageRank | References |
7 | 0.60 | 7 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Samuel Burer | 1 | 1148 | 73.09 |
| Jon Lee | 2 | 856 | 58.60 |