Entropy optimization and mathematical programming
From MaRDI portal
Publication:1374472
zbMath0933.90051MaRDI QIDQ1374472
J. R. Rajasekera, Shu-Cherng Fang, H.-S. Jacob Tsao
Publication date: 8 December 1997
Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)
Bayesian statisticsinterior point methodsentropy optimizationentropy functionentropic penaltymin-max problemsentropic regularizationentropic perturbation
Convex programming (90C25) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items (48)
A dual approach for solving the combined distribution and assignment problem with link capacity constraints ⋮ Irregular polyomino tiling via integer programming with application in phased array antenna design ⋮ An improved Stirling approximation for trip distribution models ⋮ An entropic regularization approach for mathematical programs with equilibrium constraints ⋮ A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification ⋮ DEA models incorporating uncertain future performance ⋮ Efficient numerical methods for entropy-linear programming problems ⋮ An M-objective penalty function algorithm under big penalty parameters ⋮ Solving variational inequalities defined on a domain with infinitely many linear constraints ⋮ On the smoothing of the square-root exact penalty function for inequality constrained optimization ⋮ Adaptive change of basis in entropy-based moment closures for linear kinetic equations ⋮ An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem ⋮ A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs ⋮ Entropy programming modeling of IBNR claims reserves ⋮ Optimization of the ambulance fleet location and relocation ⋮ On Surrogate Duality and Competition between Entropy and Potential Energy in the Finite Element Model of Elastic Contact Mechanics ⋮ An entropy based central cutting plane algorithm for convex min-Max semi-infinite programming problems ⋮ Fuzzy multi-period portfolio selection model with discounted transaction costs ⋮ Network topology of the interbank market ⋮ Unnamed Item ⋮ Portfolio selection based on distance between fuzzy variables ⋮ Linear programming with fuzzy coefficients in constraints ⋮ Solving convex programs with infinitely many linear constraints by a relaxed cutting plane method ⋮ Duality for optimization problems with entropy-like objective functions ⋮ Construction of polygonal interpolants: a maximum entropy approach ⋮ Multi-period cardinality constrained portfolio selection models with interval coefficients ⋮ Solving contact forces with the competition between potential energy and entropy in elastic mechanics ⋮ Generalized variational inequalities with fuzzy relation ⋮ Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme ⋮ Recursive approximation of the high dimensional max function ⋮ Solving mathematical programs with fuzzy equilibrium constraints ⋮ A new fuzzy multi-objective programming: entropy based geometric programming and its application of transportation problems ⋮ Filling in the blanks: network structure and interbank contagion ⋮ New class of multiplicative algorithms for solving of entropy-linear programs ⋮ Primal-Dual Interior-Point Methods for Domain-Driven Formulations ⋮ Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization ⋮ Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation ⋮ A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns ⋮ Solving a class of semi-infinite variational inequality problems via a homotopy method ⋮ Portfolio selection based on fuzzy cross-entropy ⋮ Multi-objective possibilistic model for portfolio selection with transaction cost ⋮ The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program ⋮ Research on probability mean-lower semivariance-entropy portfolio model with background risk ⋮ The use of bigrams to enhance text categorization ⋮ Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions ⋮ Approximation of nonnegative functions by means of exponentiated trigonometric polynomials ⋮ On Lipschitz continuity of solutions to equilibrium problems via the Hiriart-Urruty oriented distance function ⋮ Entropic perturbation method for solving a system of linear inequalities
This page was built for publication: Entropy optimization and mathematical programming