- Title
- A fast heuristic method for polynomial moment problems with Boltzmann-Shannon Entropy
- Creator
- Borwein, J. M.; Huang, W. Z.
- Relation
- SIAM Journal on Optimization Vol. 5, Issue 1, p. 68-99
- Publisher Link
- http://dx.doi.org/10.1137/0805004
- Publisher
- Society for Industrial and Applied Mathematics (SIAM)
- Resource Type
- journal article
- Date
- 1995
- Description
- The authors consider the best entropy estimate to a nonnegative density x̅ on IRm given some of its algebraic or trigonometric moments. Using the special structure of this kind of problem, a useful linear relationship among the moments is derived. A simple algorithm then provides a fairly good estimate of x̅ by just solving a couple of linear systems. Numerical computations make the algorithm seem reasonable although the theoretical convergence is still an open problem. Some notes about the error bounds are given at the end of the paper.
- Subject
- convex programming,; constrained optimization; moment problems; entropy; heuristic algorithms
- Identifier
- http://hdl.handle.net/1959.13/940556
- Identifier
- uon:13038
- Identifier
- ISSN:1052-6234
- Language
- eng
- Full Text
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| Thumbnail | File | Description | Size | Format | |||
|---|---|---|---|---|---|---|---|
| View Details Download | ATTACHMENT01 | Publisher version (open access) | 2 MB | Adobe Acrobat PDF | View Details Download |