Jump to content

Entropy maximization

From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Johngcarlsson (talk | contribs) at 04:12, 15 March 2007 (introduced the page). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)

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

minimize
subject to

where is the optimization variable, and are problem parameters, and denotes a vector whose components are all 1.