A note on solution of large sparse maximum entropy problems with linear equality constraints

DOI10.1007/BF01588310zbMath0431.90068OpenAlexW2013615502MaRDI QIDQ3869099

Jan R. Eriksson

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588310

zbMATH Keywords

Newton's methodconjugate gradient methodlinear equality constraintsforecasting modelsnumerical experienceapplications of entropy modelslarge sparse maximum entropy problems

Mathematics Subject Classification ID

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

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Cites Work

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