Backlash (engineering)

An entropy maximization problem is a convex optimization problem of the form

maximize $f_0(\overrightarrow{x})=-\sum _{i=1}^n{x}_i\log x_i$

subject to $A\overrightarrow{x}\le b,{\mathbf{1}}^T\overrightarrow{x}=|\overrightarrow{x}{|}_1=1$

where $\overrightarrow{x}\in {\mathbb{ℝ}}_{++}^n$ 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.

See also

• Principle of maximum entropy

External links

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