Partially-Finite Programming in $L_1 $ and the Existence of Maximum Entropy Estimates

JOURNAL ARTICLE published May 1993 in SIAM Journal on Optimization

Authors: J. M. Borwein | A. S. Lewis

Convergence of Best Entropy Estimates

JOURNAL ARTICLE published May 1991 in SIAM Journal on Optimization

Authors: J. M. Borwein | A. S. Lewis

Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy

JOURNAL ARTICLE published January 2003 in SIAM Journal on Optimization

Authors: J. Borwein | R. Choksi | P. Maréchal

Duality Relationships for Entropy-Like Minimization Problems

JOURNAL ARTICLE published March 1991 in SIAM Journal on Control and Optimization

Authors: J. M. Borwein | A. S. Lewis

Copulas with maximum entropy

JOURNAL ARTICLE published January 2012 in Optimization Letters

Authors: Julia Piantadosi | Phil Howlett | Jonathan Borwein

Strong Rotundity and Optimization

JOURNAL ARTICLE published February 1994 in SIAM Journal on Optimization

Authors: J. M. Borwein | A. S. Lewis

A Fast Heuristic Method for Polynomial Moment Problems with Boltzmann–Shannon Entropy

JOURNAL ARTICLE published February 1995 in SIAM Journal on Optimization

Authors: J. M. Borwein | W. Z. Huang

Nonsmooth Calculus in Finite Dimensions

JOURNAL ARTICLE published September 1987 in SIAM Journal on Control and Optimization

Authors: D. E. Ward | J. M. Borwein

Reducing Matching to Polynomial Size Linear Programming

JOURNAL ARTICLE published November 1993 in SIAM Journal on Optimization

Authors: Francisco Barahona

Maximum Entropy Derivation of Quasi-Newton Methods

JOURNAL ARTICLE published January 2016 in SIAM Journal on Optimization

Research funded by Go8/DAAD Joint Research Cooperation Scheme (RG123832) | Australian Research Council (DP140104402)

Authors: Steven H. Waldrip | Robert K. Niven

Partial-Update Newton Methods for Unary, Factorable, and Partially Separable Optimization

JOURNAL ARTICLE published May 1993 in SIAM Journal on Optimization

Authors: Donald Goldfarb | Siyun Wang

A Collinear Scaling Interpretation of Karmarkar’s Linear Programming Algorithm

JOURNAL ARTICLE published August 1993 in SIAM Journal on Optimization

Authors: J. C. Lagarias

On Mizuno’s Rank-One Updating Algorithm for Linear Programming

JOURNAL ARTICLE published November 1993 in SIAM Journal on Optimization

Authors: Robert A. Bosch

On the Existence of Optimal Controls for Partially Observed Diffusions

JOURNAL ARTICLE published May 1982 in SIAM Journal on Control and Optimization

Authors: U. G. Haussmann

A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems

JOURNAL ARTICLE published November 1993 in SIAM Journal on Optimization

Authors: Florian Potra | Yinyu Ye

Asplund Decomposition of Monotone Operators

JOURNAL ARTICLE published January 2007 in SIAM Journal on Optimization

Authors: Jonathan Borwein | Herre Wiersma

Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis

JOURNAL ARTICLE published January 2007 in SIAM Journal on Optimization

Authors: N. Sukumar | R. J.-B. Wets

Some Estimates for Finite Difference Approximations

JOURNAL ARTICLE published May 1989 in SIAM Journal on Control and Optimization

Authors: Jose-Luis Menaldi

Primal-Dual Interior-Point Methods for Semidefinite Programming in Finite Precision

JOURNAL ARTICLE published January 2000 in SIAM Journal on Optimization

Authors: Ming Gu

A Global Optimization Algorithm for Concave Quadratic Programming Problems

JOURNAL ARTICLE published November 1993 in SIAM Journal on Optimization

Authors: Immanuel M. Bomze | Gabriele Danninger