IDEAS home Printed from https://ideas.repec.org/p/cor/louvco/1997029.html
   My bibliography  Save this paper

Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems

Author

Listed:
  • ANSTREICHER, Kurt M.

    (Department of Management Sciences, University of Iowa, United States)

  • FAMPA, Marcia

    (Department of Systmes Engineering and Computer Sciences, Federal University of Rio de Janeiro)

  • LEE, Jon

    (Department of Mathematics, University of Kentucky)

  • WILLIAMS, Joy

    (Department of Mathematics, University of Kentucky)

Abstract

We consider a new nonlinear relaxation for the Constrained Maximum-Entropy Sampling Prob- lem - the problem of choosing the s x s principal submatrix with maximal determinant from a given n x n positive definite 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. A parallel implementation of the algorithm exhibits approximately linear speed-up for up to 8 processors, and has successfully solved problem instances which were heretofore intractable.

Suggested Citation

  • ANSTREICHER, Kurt M. & FAMPA, Marcia & LEE, Jon & WILLIAMS, Joy, 1997. "Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems," LIDAM Discussion Papers CORE 1997029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1997029
    as

    Download full text from publisher

    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1997.html
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cor:louvco:1997029. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alain GILLIS (email available below). General contact details of provider: https://edirc.repec.org/data/coreebe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.