期刊名称:CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain
出版年度:2000
卷号:2000
出版社:Center for Operations Research and Econometrics (UCL), Louvain
摘要: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 demon-
strate 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.
关键词:experimental design, design of experiments, entropy, maxi-
mum-entropy sampling, spectral bound, Lagrangian, Fischer’s inequal-
ity, branch-and-bound, matching, set partitioning.