Maxentropic analysis of linear programming problems

DOI10.1016/S0895-7177(97)00126-XzbMath0895.90147OpenAlexW2053383017MaRDI QIDQ1381754

D. Massart

Publication date: 7 September 1998

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(97)00126-x

zbMATH Keywords

maximum entropy

Mathematics Subject Classification ID

Linear programming (90C05)

Cites Work

• Unnamed Item
• Linear programming with maximum entropy
• I-divergence geometry of probability distributions and minimization problems
• Large deviations and variational theorems for marginal problems
• A general duality theorem for marginal problems
• A maxentropic procedure for reconstructing a distribution from its marginals
• On the Barzilai and Borwein choice of steplength for the gradient method