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.

单词	Entropy maximization
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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