Entropy Maximization and Geometric Programming

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Abstract
This paper shows the equivalence of entropy-maximization models to geometric programs. As a result we derive a dual geometric program which consists of the minimization of an unconstrained convex function. We develop the necessary duality equivalencies between the two dual programs and show the computational attractiveness of our approach. We also develop some characterizations of the optimal solution of the entropy model which have important implications with regard to postoptimal or sensitivity analysis.