An Inexact Accelerated Proximal Gradient Method and a Dual Newton-CG Method for the Maximal Entropy Problem

Chengjing Wang and Aimin Xu ()
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Chengjing Wang: Southwest Jiaotong University
Aimin Xu: Zhejiang Wanli University

Journal of Optimization Theory and Applications, 2013, vol. 157, issue 2, No 7, 436-450

Abstract: Abstract This paper describes an algorithm to solve large-scale maximal entropy problems. The algorithm employs an inexact accelerated proximal gradient method to generate an initial iteration point which is important; then it applies the Newton-CG method to the dual problem. Numerical experiments illustrate that the algorithm can supply an acceptable and even highly accurate solution, while algorithms without generating a good initial point may probably fail.

Keywords: Maximal entropy problem; Inexact accelerated proximal gradient method; Newton-CG method; Semi-smoothness (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-012-0150-2

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