Entropy maximization - Alchetron, The Free Social Encyclopedia

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

maximize f 0 ( x → ) = − ∑ i = 1 n x i log ⁡ x i subject to A x → ≤ b , 1 T x → = | x → | 1 = 1

where x → ∈ R + + n is the optimization variable, A ∈ R m × n and b ∈ R m are problem parameters, and 1 denotes a vector whose components are all 1.

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