Entropy maximization

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

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

subject to $Ax\leq b,\quad \mathbf {1} ^{T}x=1$

where $x\in \mathbb {R} _{++}^{n}$ 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 (2004). Convex Optimization (PDF). Cambridge University Press. pp. p. 362. ISBN 0521833787. Retrieved 2008-08-24. {{cite book}}: |pages= has extra text (help); Unknown parameter |coauthors= ignored (|author= suggested) (help)