Title
Continuous Relaxations for Constrained Maximum-Entropy Sampling
Abstract
. We consider a new nonlinear relaxation for the ConstrainedMaximum Entropy Sampling Problem -- the problem of choosing thes \Theta s principal submatrix with maximal determinant from a given n \Theta npositive definite matrix, subject to linear constraints. We implement abranch-and-bound algorithm for the problem, using the new relaxation.The performance on test problems is far superior to a previous implementationusing an eigenvalue-based relaxation.1 IntroductionLet n be a...
Year
DOI
Venue
1996
10.1007/3-540-61310-2_18
IPCO
Keywords
Field
DocType
continuous relaxations,constrained maximum-entropy sampling,maximum entropy,eigenvalues
Relative interior,Mathematical optimization,Nonlinear system,Computer science,Mathematical analysis,Positive-definite matrix,Sampling (statistics),Principle of maximum entropy,Eigenvalues and eigenvectors
Conference
ISBN
Citations 
PageRank 
3-540-61310-2
5
1.01
References 
Authors
2
4
Name
Order
Citations
PageRank
Kurt M. Anstreicher163386.40
Marcia Fampa25811.69
Jon Lee385658.60
Joy Williams4223.35