Abstract
This paper describes a method to solve large sparse maximum entropy problems with linear equality constraints using Newtons and the conjugate gradient method. A numerical example is given to introduce the reader to possible applications of entropy models and this method. Some experience from large scale problems is also reported.
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Eriksson, J. A note on solution of large sparse maximum entropy problems with linear equality constraints. Mathematical Programming 18, 146–154 (1980). https://doi.org/10.1007/BF01588310
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DOI: https://doi.org/10.1007/BF01588310