An outer-approximation algorithm for maximum-entropy sampling
1 : Universidade Federal do Rio de Janeiro
(PESC/COPPE - UFRJ)
Centro de Tecnologia, Bloco H - Sala 319 Caixa Postal: 68511 CEP: 21941-972 Rio de Janeiro, RJ -
Brazil
2 : University of Michigan, Ann Arbor, MI, USA
* : Corresponding author
We apply the well-known MINLO outer-approximation algorithm (OA) to the maximum-entropy sampling problem (MESP), using the linx and NLP convex relaxations for MESP. We enhance our approach using disjunctive cuts.
| Subject : | : | abstract for LNCS accepted papers |
| Topics | : | Session 12 : Non-linear optimization |
| PDF version | : |  PDF version |
