Minimum cross-entropy analysis with entropy-type constraints

DOI10.1016/0377-0427(92)90127-JzbMath0764.90072OpenAlexW2032500863MaRDI QIDQ1186903

J. R. Rajasekera, Elmor L. Peterson, Shu-Cherng Fang

Publication date: 28 June 1992

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(92)90127-j

zbMATH Keywords

geometric programminggeometric inequalitycross-entropy optimizationstrong duality theoremdual perturbation algorithmentropy-type constraintsprobability inference

Mathematics Subject Classification ID

Nonlinear programming (90C30) Measures of information, entropy (94A17)

Related Items (3)

A quadratically convergent global algorithm for the linearly-constrained minimum cross-entropy problem ⋮ An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints ⋮ On the optimal entropy analysis

Uses Software

• MINOS

Cites Work

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• A Mathematical Theory of Communication
• The role of duality in optimization problems involving entropy functionals with applications to information theory
• Controlled dual perturbations for posynomial programs
• Quadratically constrained minimum cross-entropy analysis
• Geometric programming applied to transportation planning
• Minimum cross-entropy spectral analysis
• Quadratically Constrained Information Theoretic Analysis
• Extremal principles and optimization dualities for khinchin-kullback-leibler estimation
• Controlled perturbations for quadratically constrained quadratic programs
• On Information and Sufficiency

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