A note on solution of large sparse maximum entropy problems with linear equality constraints |
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Authors: | Jan Eriksson |
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Affiliation: | (1) Linköping University, Sweden |
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Abstract: | This paper describes a method to solve large sparse maximum entropy problems with linear equality constraints using Newtons and the conjugate gradient method. A numerical example is given to introduce the reader to possible applications of entropy models and this method. Some experience from large scale problems is also reported. |
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Keywords: | Convex Programming Maximum Entropy Problem Forecasting Models |
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