Continuous Relaxations for Constrained Maximum-Entropy Sampling
نویسندگان
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.
منابع مشابه
Using continuous nonlinear relaxations to solve. constrained maximum-entropy sampling problems
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...
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تاریخ انتشار 1996