Continuous Relaxations for Constrained Maximum-Entropy Sampling

نویسندگان

  • Kurt M. Anstreicher
  • Marcia Fampa
  • Jon Lee
  • Joy Williams
چکیده

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 implementation using an eigenvalue-based relaxation.

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تاریخ انتشار 1996