An Inexact Accelerated Proximal Gradient Method and a Dual Newton‐CG Method for the Maximal Entropy Problem

This paper describes an algorithm to solve large‐scale maximal entropy problems. The algorithm employs an inexact accelerated proximal gradient method to generate an initial iteration point which is important; then it applies the Newton‐CG method to the dual problem. Numerical experiments illustrate that the algorithm can supply an acceptable and even highly accurate solution, while algorithms without generating a good initial point may probably fail.