Entropy maximization
An entropy maximization problem is a convex optimization problem of the form
- maximize
- subject to
where is the optimization variable, and are problem parameters, and denotes a vector whose components are all 1.
See also
External links
- Boyd, Stephen; Lieven Vandenberghe (2004). Convex Optimization. Cambridge University Press. pp. p. 362. ISBN 0-521-83378-7. Retrieved 2008-08-24.