Lagrangian relaxation

C Lemaréchal - … combinatorial optimization: optimal or provably near …, 2001 - Springer
Lagrangian relaxation is a tool to find upper bounds on a given (arbitrary) maximization
problem. Sometimes, the bound is exact and an optimal solution is found. Our aim in this …

Convergence of best entropy estimates

JM Borwein, AS Lewis - SIAM Journal on Optimization, 1991 - SIAM
Given a finite number of moments of an unknown density ̄x on a finite measure space, the
best entropy estimate—that nonnegative density x with the given moments which minimizes …

Partially-Finite Programming in and the Existence of Maximum Entropy Estimates

JM Borwein, AS Lewis - SIAM Journal on Optimization, 1993 - SIAM
Best entropy estimation is a technique that has been widely applied in many areas of
science. It consists of estimating an unknown density from some of its moments by …

Biomagnetic source detection by maximum entropy and graphical models

C Amblard, E Lapalme, JM Lina - IEEE transactions on …, 2004 - ieeexplore.ieee.org
This article presents a new approach for detecting active sources in the cortex from magnetic
field measurements on the scalp in magnetoencephalography (MEG). The solution of this ill …

A comparison of moment closures for linear kinetic transport equations: The line source benchmark

CK Garrett, CD Hauck - Transport Theory and Statistical Physics, 2013 - Taylor & Francis
We discuss several moment closure models for linear kinetic equations that have been
developed over the past few years as alternatives to classical spectral and collocation …

The generalized cross entropy method, with applications to probability density estimation

ZI Botev, DP Kroese - Methodology and Computing in Applied Probability, 2011 - Springer
Nonparametric density estimation aims to determine the sparsest model that explains a
given set of empirical data and which uses as few assumptions as possible. Many of the …

Adaptive change of basis in entropy-based moment closures for linear kinetic equations

GW Alldredge, CD Hauck, DP OʼLeary… - Journal of Computational …, 2014 - Elsevier
Entropy-based (MN) moment closures for kinetic equations are defined by a constrained
optimization problem that must be solved at every point in a space–time mesh, making it …

[KIRJA][B] Convex and stochastic optimization

JF Bonnans - 2019 - Springer
These lecture notes are an extension of those given in the master programs at the
Universities Paris VI and Paris-Saclay, and in the École Polytechnique. They give an …

A regularized entropy-based moment method for kinetic equations

GW Alldredge, M Frank, CD Hauck - SIAM Journal on Applied Mathematics, 2019 - SIAM
We present a new entropy-based moment method for the velocity discretization of kinetic
equations. This method is based on a regularization of the optimization problem defining the …

A new look at entropy for solving linear inverse problems

G Le Besnerais, JF Bercher… - IEEE Transactions on …, 1999 - ieeexplore.ieee.org
Entropy-based methods are widely used for solving inverse problems, particularly when the
solution is known to be positive. Here, we address linear ill-posed and noisy inverse …