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By using a smooth entropy function to approximate the non-smooth max-type function, a verticallinear complementarity problem (VLCP) can be treated as a family of parameterized smoothequations. A Newton-type method with a testing procedure is proposed to solve sucha system. We show that the...
Persistent link: https://www.econbiz.de/10014031456
Entropy optimization is a useful combination of classical engineering theory (entropy) with mathematical optimization. The resulting entropy optimization models have proved their usefulness with successful applications in areas such as image reconstruction, pattern recognition, statistical...
Persistent link: https://www.econbiz.de/10013520001