Abstract

The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-s principal submatrix of an order-n covariance matrix. Exact solution methods for this NP-hard problem are based on a branch-and-bound framework. Many of the known upper bounds for the optimal value are based on convex optimization. We present a methodology for “mixing” these bounds to achieve better bounds.

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