Author: Jan ErikssonPublisher:
ISBN: 9789173724463
Category : Algorithms
Languages : en
Pages : 152
Book Description
Algorithms for Entropy and Mathematical Programming
Author: Jan ErikssonPublisher:
ISBN: 9789173724463
Category : Algorithms
Languages : en
Pages : 152
Book Description
Algorithms for Entropy and Mathematical Programming
Author: Entropy Optimization and Mathematical Programming
Author: Shu-Cherng FangPublisher: Springer Science & Business Media
ISBN: 1461561310
Category : Business & Economics
Languages : en
Pages : 350
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.
Entropy, Search, Complexity
Author: Imre CsiszárPublisher: Springer Science & Business Media
ISBN: 3540327770
Category : Mathematics
Languages : en
Pages : 262
Book Description
This book collects survey papers in the fields of entropy, search and complexity, summarizing the latest developments in their respective areas. More than half of the papers belong to search theory which lies on the borderline of mathematics and computer science, information theory and combinatorics, respectively. The book will be useful to experienced researchers as well as young scientists and students both in mathematics and computer science.
Entropy Optimization and Mathematical Programming
Author: H.-S. J. TsaoPublisher:
ISBN: 9781461561323
Category :
Languages : en
Pages : 356
Book Description
Maximum-Entropy Sampling
Author: Marcia FampaPublisher: Springer Nature
ISBN: 3031130782
Category : Mathematics
Languages : en
Pages : 206
Book Description
This monograph presents a comprehensive treatment of the maximum-entropy sampling problem (MESP), which is a fascinating topic at the intersection of mathematical optimization and data science. The text situates MESP in information theory, as the algorithmic problem of calculating a sub-vector of pre-specificed size from a multivariate Gaussian random vector, so as to maximize Shannon's differential entropy. The text collects and expands on state-of-the-art algorithms for MESP, and addresses its application in the field of environmental monitoring. While MESP is a central optimization problem in the theory of statistical designs (particularly in the area of spatial monitoring), this book largely focuses on the unique challenges of its algorithmic side. From the perspective of mathematical-optimization methodology, MESP is rather unique (a 0/1 nonlinear program having a nonseparable objective function), and the algorithmic techniques employed are highly non-standard. In particular, successful techniques come from several disparate areas within the field of mathematical optimization; for example: convex optimization and duality, semidefinite programming, Lagrangian relaxation, dynamic programming, approximation algorithms, 0/1 optimization (e.g., branch-and-bound), extended formulation, and many aspects of matrix theory. The book is mainly aimed at graduate students and researchers in mathematical optimization and data analytics.
Algorithms and Model Formulations in Mathematical Programming
Author: Stein W. WallacePublisher: Springer Science & Business Media
ISBN: 3642837247
Category : Computers
Languages : en
Pages : 199
Book Description
The NATO Advanced Research Workshop (ARW) "Algorithms and Model Formulations in Mathematical Programming" was held at Chr. Michelsen Institute in Bergen, Norway, from June 15 to June 19, 1987. The ARW was organized on behalf of the Committee on Algorithms (COAL) of the Mathematical Programming Society (MPS). Co-directors were Jan Telgen (Van Dien+Co Organisatie, Utrecht, The Netherlands) and Roger J-B Wets (The University of California at Davis, USA). 43 participants from 11 countries attended the ARW. The workshop was organized such that each day started with a - minute keynote presentation, followed by a 45-minute plenary discussion. The first part of this book contains the contributions of the five keynote speakers. The plenary discussions were taped, and the transcripts given to the keynote speakers. They have treated the transcripts differently, some by working the discussions into their papers, others by adding a section which sums up the discussions. The plenary discussions were very interesting and stimulating due to active participation of the audience. The five keynote speakers were asked to view the topic of the workshop, the interaction between algorithms and model formulations, from different perspectives. On the first day of the workshop Professor Alexander H.G. Rinnooy Kan (Erasmus University, Rotterdam, The Netherlands) put the theme into a larger context by his talk "Mathematical programming as an intellectual activity". This is an article of importance to any mathematical programmer who is interested in his field's history and present state.
The Cross-Entropy Method
Author: Reuven Y. RubinsteinPublisher: Springer Science & Business Media
ISBN: 1475743211
Category : Computers
Languages : en
Pages : 316
Book Description
Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.
Entropy Measures for Data Analysis
Author: Karsten KellerPublisher: MDPI
ISBN: 3039280325
Category : Science
Languages : en
Pages : 260
Book Description
Entropies and entropy-like quantities play an increasing role in modern non-linear data analysis. Fields that benefit from this application range from biosignal analysis to econophysics and engineering. This issue is a collection of papers touching on different aspects of entropy measures in data analysis, as well as theoretical and computational analyses. The relevant topics include the difficulty to achieve adequate application of entropy measures and the acceptable parameter choices for those entropy measures, entropy-based coupling, and similarity analysis, along with the utilization of entropy measures as features in automatic learning and classification. Various real data applications are given.
Author: Jan R. Eriksson