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Autore: | Fampa Marcia |
Titolo: | Maximum-entropy sampling : algorithms and application / / Marcia Fampa and Jon Lee |
Pubblicazione: | Cham, Switzerland : , : Springer, , [2022] |
©2022 | |
Descrizione fisica: | 1 online resource (206 pages) |
Disciplina: | 519.3 |
Soggetto topico: | Mathematical optimization |
Maximum entropy method | |
Mathematical optimization - Methodology | |
Optimització matemàtica | |
Soggetto genere / forma: | Llibres electrònics |
Persona (resp. second.): | LeeJon |
Nota di bibliografia: | Includes bibliographical references (pages 183-191) and index. |
Nota di contenuto: | Intro -- Preface -- Overview -- Notation -- Contents -- The problem and basic properties -- Differential entropy -- The MESP and the CMESP -- Hardness -- A solvable case -- The complementary problem -- Scaling -- Masks -- Submodularity -- Branch-and-bound -- The branch-and-bound algorithmic framework for MESP -- Global upper bound for early termination -- Good lower bounds -- Greedy -- Swapping -- Approximation algorithm -- The branch-and-bound algorithmic framework for CMESP -- Upper bounds -- Spectral bounds -- Unconstrained -- Constrained -- Integer linear optimization -- An ILP-based diagonal bound for CMESP -- An ILP-based partition bound for MESP -- linx bound -- Convexity of linx -- Duality for linx -- Fixing variables in linx -- Computing linx and Dlinx solutions -- Scaling for linx -- The complementary problem of linx-gamma -- Factorization bound -- The Lagrangian dual of Fact -- Duality for DFact -- Fixing variables in DDFact -- Computing DDFact and DFact solutions -- Properties of the factorization bound -- NLP bound -- Convexity of NLP -- Scaling for NLP -- Good parameters for NLPgamma -- Strategies to select parameters for NLPgamma -- Duality and the logarithmic-barrier problem for gNLP -- Fixing variables in gNLP -- The logarithmic-barrier algorithm for gNLP -- NLP-gamma in the branch-and-bound algorithm -- BQP bound -- Convexity of BQP -- Duality for BQP -- Fixing variables in BQP -- A good feasible solution of DBQP from BQP -- Scaling for BQP -- Mixing bounds -- The mixing framework -- Optimizing the mixing parameters -- Duality for mixing -- Fixing variables in mix -- A good feasible solution of Dmix from mix -- Mixing the BQPgamma bound with the complementary BQPgamma bound -- Duality for smBQP -- Fixing variables in smBQP -- A good feasible solution of DsmBQP from smBQP -- Comparison of bounds -- Environmental monitoring. |
The setting -- MESP within statistics and optimal experimental design -- MESP and environmental statistics -- From raw data to covariance matrices -- An example -- Opportunities -- Developing algorithmic advances for MESP/CMESP -- Variable fixing and branch-and-bound: state of the art -- Optimizing gamma for NLPgamma -- Solvable cases of MESP and mask optimization -- OA for CMESP -- MESP/CMESP variations and cousins -- Applications -- Basic formulae and inequalities -- Preliminary miscellany -- Square matrices -- Symmetric matrices -- Positive definite and semidefinite matrices -- References -- Index. | |
Titolo autorizzato: | Maximum-entropy sampling |
ISBN: | 3-031-13078-2 |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 996495167603316 |
Lo trovi qui: | Univ. di Salerno |
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