Interval maximum entropy method for unconstrained nonlinear lpproblem
Zhao Jian-qian · Jisuanji yingyong yanjiu · 2014
This paper discussed unconstrained nonlinear lpproblem from signal processing,system identification and other areas. In order to reduce the affection of the binary coded rounding errors on the calculation results of the problem,it introduced interval extension into the maximum entropy method. The new maximum entropy function improved by interval extension had at least second order convergence. It designed an interval algorithm with polynomial time complexity to solve some examples for the numerical solutions. The numerical results show that this new interval algorithm is reliable and the numerical solution using interval extension are more accurate.