Mixing convex-optimization bounds for maximum-entropy sampling
نویسندگان
چکیده
The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find maximum-determinant order-s principal submatrix of an order-n covariance matrix. Exact solution methods for this NP-hard are based on branch-and-bound framework. Many the known upper bounds optimal value convex optimization. We present methodology “mixing” these achieve better bounds.
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2021
ISSN: ['0025-5610', '1436-4646']
DOI: https://doi.org/10.1007/s10107-020-01588-w