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词汇 Entropy maximization
分类 英语词汇 英语翻译词典
释义

Entropy maximization

英语百科

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.

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