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 language | English |
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Pages (from-to) | 921-933 |
Number of pages | 13 |
Journal | SIAM Journal on Control and Optimization |
Volume | 25 |
Issue number | 4 |
DOIs | |
State | Published - 1987 |
ASJC Scopus subject areas
- Control and Optimization
- Applied Mathematics