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Continuous relaxations for Constrained Maximum-Entropy Sampling

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Integer Programming and Combinatorial Optimization (IPCO 1996)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1084))

Abstract

We consider a new nonlinear relaxation for the Constrained Maximum Entropy Sampling Problem — the problem of choosing the s × s principal submatrix with maximal determinant from a given n × 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.

Visiting the Dept. of Management Sciences, University of Iowa, supported by a Research Fellowship from CNPq-Brasilia-Brazil.

Supported in part by NSF grant DMI-9401424.

Supported in part by NSF grant DMI-9401424 and by the U. K. Center for Computational Sciences.

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Authors and Affiliations

  1. Dept. of Management Sciences, University of Iowa, 52242, Iowa City, IA

    Kurt M. Anstreicher

  2. Dept. of Systems Engineering and Computer Sciences, COPPE, Federal University of Rio de Janeiro, CP 68511, 21945, Rio de Janeiro, RJ, Brazil

    Marcia Fampa

  3. Dept. of Mathematics, University of Kentucky, 40506-0027, Lexington, KY

    Jon Lee & Joy Williams

Authors
  1. Kurt M. Anstreicher
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  2. Marcia Fampa
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  3. Jon Lee
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  4. Joy Williams
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Editor information

William H. Cunningham S. Thomas McCormick Maurice Queyranne

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© 1996 Springer-Verlag Berlin Heidelberg

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Anstreicher, K.M., Fampa, M., Lee, J., Williams, J. (1996). Continuous relaxations for Constrained Maximum-Entropy Sampling. In: Cunningham, W.H., McCormick, S.T., Queyranne, M. (eds) Integer Programming and Combinatorial Optimization. IPCO 1996. Lecture Notes in Computer Science, vol 1084. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-61310-2_18

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  • DOI: https://doi.org/10.1007/3-540-61310-2_18

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-61310-7

  • Online ISBN: 978-3-540-68453-4

  • eBook Packages: Springer Book Archive

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