Backlash (engineering)

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.

See also

• Principle of maximum entropy

External links

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