A Simple Unconstrained Dual Convex Programming Method for the Computation of Discrete Maximum Entropy Distributions.
Abstract
This document formulates the generalized constrained maximum entropy problem often used in a decision making context as an extended dual convex programming problem. The dual problem is then presented. In this dual setting the primal Lagrange multipliers are precisely the dual variables, and are easily calculated directly by virtue of the simple structure of the dual problem. An example involving the selection of best equipment for an oil spill is presented as an illustration. The authors contrast their solution with those given by previous authors. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1984
- Accession Number
- ADA159784
Entities
People
- K. Paick
- P. Brockett
Organizations
- University of Texas at Austin