Generalized Scaling for the Constrained Maximum-Entropy Sampling Problem

Abstract: The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard bound-enhancement technique in this context is scaling. We extend this technique to generalized scaling, we give mathematical results aimed at supporting algorithmic methods for computing optimal generalized scalings, and we give computational results demonstrating the usefulness of generalized scaling on benchmark problem instances.