New Upper Bounds for Maximum-Entropy Sampling

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 demonstrate 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.

By: Alan Hoffman, Jon Lee(University of Kentucky), Joy Williams(Earlham College)

Published in: RC21679 in 2000

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RC21679.pdf

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