Montag, 27. Januar 2020, 16:45 - 17:45 iCal

ISOR Colloquium

"Efficient Solution of Maximum-Entropy Sampling Problems"

Speaker: Kurt Anstreicher (Univ. Iowa)

HS 7 OMP1 (1st floor, #1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien


The maximum-entropy sampling problem (MESP) is a difficult nonlinear integer programming problem that arises in spatial statistics, for example in the design of weather monitoring networks. We describe a new bound for the MESP that is based maximizing a function of the form ldet M(x) over linear constraints, where M(x) is an n-by-n matrix function that is linear in the n-vector x. These bounds can be computed very efficiently and are superior to all previously known bounds for MESP on most benchmark test problems. A branch-and-bound algorithm using the new bounds solves challenging instances of MESP to optimality for the first time.

Zur Webseite der Veranstaltung


Institut für Statistik und Operations Research


Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651