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New insights into the NLP-Id bound for maximum-entropy sampling
Preprint   Open access

New insights into the NLP-Id bound for maximum-entropy sampling

Kurt Anstreicher, Marcia Fampa, Jon Lee, Yongchun Li and Gabriel Ponte
arXiv
arXiv
09/01/2026
DOI: 10.48550/arxiv.2609.01214
url
https://doi.org/10.48550/arxiv.2609.01214View
Preprint (Author's original) This preprint has not been evaluated by subject experts through peer review. Preprints may undergo extensive changes and/or become peer-reviewed journal articles. Open Access

Abstract

We establish new properties of the NLP-Id upper bound for the maxi\-{m}{u}{m}-entropy sampling problem (MESP). In particular, we give a detailed look at the concavity of its objective function as a function of the scaling parameter employed for NLP bounds for MESP. This leads to more relaxed choices for the scaling parameter for NLP-Id and even improved upper bounds for MESP.
Mathematics - Optimization and Control

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