OPTIMIZATION OF 'log x' ENTROPY OVER LINEAR EQUALITY CONSTRAINTS.

Yair Censor, Arnold Lent

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we develop a special-purpose iterative algorithm, of the row-action type, for solving the problem of maximizing the 'log x' entropy functional over linear equality constraints. The algorithm employs 'projections' onto hyperplanes which we call 'log x' entropy projections. A complete proof of convergence is given.

Original languageEnglish
Pages (from-to)921-933
Number of pages13
JournalSIAM Journal on Control and Optimization
Volume25
Issue number4
DOIs
StatePublished - 1987

ASJC Scopus subject areas

  • Control and Optimization
  • Applied Mathematics

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