Relative Entropy Relaxations for Signomial Optimization
نویسندگان
چکیده
منابع مشابه
Relative Entropy Relaxations for Signomial Optimization
Signomial programs (SPs) are optimization problems specified in terms of signomials, which are weighted sums of exponentials composed with linear functionals of a decision variable. SPs are non-convex optimization problems in general, and families of NP-hard problems can be reduced to SPs. In this paper we describe a hierarchy of convex relaxations to obtain successively tighter lower bounds of...
متن کاملA note on inequalities for Tsallis relative operator entropy
In this short note, we present some inequalities for relative operator entropy which are generalizations of some results obtained by Zou [Operator inequalities associated with Tsallis relative operator entropy, {em Math. Inequal. Appl.} {18} (2015), no. 2, 401--406]. Meanwhile, we also show some new lower and upper bounds for relative operator entropy and Tsallis relative o...
متن کاملRelative entropy optimization and its applications
In this expository article, we study optimization problems specified via linear and relative entropy inequalities. Such relative entropy programs (REPs) are convex optimization problems as the relative entropy function is jointly convex with respect to both its arguments. Prominent families of convex programs such as geometric programs (GPs), second-order cone programs, and entropymaximization ...
متن کاملEfficient optimization of the quantum relative entropy
Many quantum information measures can be written as an optimization of the quantum relative entropy between sets of states. For example, the relative entropy of entanglement of a state is the minimum relative entropy to the set of separable states. The various capacities of quantum channels can also be written in this way. We propose a unified framework to numerically compute these quantities u...
متن کاملContinuous Relaxations for Constrained Maximum-Entropy Sampling
We consider a new nonlinear relaxation for the Constrained Maximum Entropy Sampling Problem { the problem of choosing the s s principal submatrix with maximal determinant from a given n n positive deenite matrix, subject to linear constraints. We implement a branch-and-bound algorithm for the problem, using the new relaxation. The performance on test problems is far superior to a previous imple...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/140988978