Author: Patrick BrockettPublisher:
ISBN:
Category :
Languages : en
Pages : 11
Book Description
A Simple Unconstrained Dual Convex Programming Method for the Computation of Discrete Maximum Entropy Distributions
Author: Patrick BrockettPublisher:
ISBN:
Category : Decision making
Languages : en
Pages : 11
Book Description
This document formulates the generalized constrained maximum entropy problem often used in a decision making context as an extended dual convex programming problem. The dual problem is then presented. In this dual setting the primal Lagrange multipliers are precisely the dual variables, and are easily calculated directly by virtue of the simple structure of the dual problem. An example involving the selection of best equipment for an oil spill is presented as an illustration. The authors contrast their solution with those given by previous authors. (Author).
A Simple Unconstrained Dual Convex Programming Method for the Computation of Discrete Maximum Entropy Distribution
Author: Patrick BrockettAn Unconstrained Convex Programming Dual Approach to a Class of Linearly-constrained Entropy Maximization Problem with a Quadric Cost and Its Applications to Transportation Planning Problems
Author: S. C. FangPublisher:
ISBN:
Category : Convex programming
Languages : en
Pages : 46
Book Description
Energy Research Abstracts
Author: Entropy Optimization and Mathematical Programming
Author: Shu-Cherng FangPublisher: Springer Science & Business Media
ISBN: 9780792399391
Category : Business & Economics
Languages : en
Pages : 364
Book Description
Entropy optimization is a useful combination of classical engineering theory (entropy) with mathematical optimization. The resulting entropy optimization models have proved their usefulness with successful applications in areas such as image reconstruction, pattern recognition, statistical inference, queuing theory, spectral analysis, statistical mechanics, transportation planning, urban and regional planning, input-output analysis, portfolio investment, information analysis, and linear and nonlinear programming. While entropy optimization has been used in different fields, a good number of applicable solution methods have been loosely constructed without sufficient mathematical treatment. A systematic presentation with proper mathematical treatment of this material is needed by practitioners and researchers alike in all application areas. The purpose of this book is to meet this need. Entropy Optimization and Mathematical Programming offers perspectives that meet the needs of diverse user communities so that the users can apply entropy optimization techniques with complete comfort and ease. With this consideration, the authors focus on the entropy optimization problems in finite dimensional Euclidean space such that only some basic familiarity with optimization is required of the reader.
Texas State Documents
Author: Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 528
Book Description
Geometric Programming for Communication Systems
Author: Mung ChiangPublisher: Now Publishers Inc
ISBN: 9781933019093
Category : Computers
Languages : en
Pages : 172
Book Description
Recently Geometric Programming has been applied to study a variety of problems in the analysis and design of communication systems from information theory and queuing theory to signal processing and network protocols. Geometric Programming for Communication Systems begins its comprehensive treatment of the subject by providing an in-depth tutorial on the theory, algorithms, and modeling methods of Geometric Programming. It then gives a systematic survey of the applications of Geometric Programming to the study of communication systems. It collects in one place various published results in this area, which are currently scattered in several books and many research papers, as well as to date unpublished results. Geometric Programming for Communication Systems is intended for researchers and students who wish to have a comprehensive starting point for understanding the theory and applications of geometric programming in communication systems.
Convex Optimization
Author: Stephen P. BoydPublisher: Cambridge University Press
ISBN: 9780521833783
Category : Business & Economics
Languages : en
Pages : 744
Book Description
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Interior-point Polynomial Algorithms in Convex Programming
Author: Yurii NesterovPublisher: SIAM
ISBN: 9781611970791
Category : Mathematics
Languages : en
Pages : 414
Book Description
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Author: