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New upper bounds for maximum-entropy sampling

Alan Hoffman, Jon Lee and Joy Williams

No 2000012, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: We develop and experiment with new upper bounds for the constrained maximum-entropy sampling problem. Our partition bounds are based on Fischer's inequality. Further new upper bounds combine the use of Fischer's inequality with previously developed bounds. We demonstrate this in detail by using the partitioning idea to strengthen the spectral bounds of Ko, Lee and Queyranne and of Lee. Computational evidence suggests that these bounds may be useful in solving problems to optimality in a branch-and-bound framework.

Date: 2000-02-01
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