Entropy maximization

An entropy maximization problem is a convex optimization problem of the form

maximize

f_{0}({\vec {x}})=-\sum _{{i=1}}^{n}x_{i}\log x_{i}

subject to

A{\vec {x}}\leq b,\quad {\mathbf {1}}^{T}{\vec {x}}=|{\vec {x}}|_{1}=1

where ${\vec {x}}\in {\mathbb {R}}_{{++}}^{n}$ is the optimization variable, $A\in {\mathbb {R}}^{{m\times n}}\$ and $b\in {\mathbb {R}}^{m}\$ are problem parameters, and $\mathbf {1}$ denotes a vector whose components are all 1.

External links

Boyd, Stephen; Lieven Vandenberghe (2004). Convex Optimization (PDF). Cambridge University Press. p. 362. ISBN 0-521-83378-7. Retrieved 2008-08-24.

This article is issued from Wikipedia - version of the 8/7/2015. The text is available under the Creative Commons Attribution/Share Alike but additional terms may apply for the media files.

Entropy maximization

See also

External links