An algorithm for maximizing entropy subject to simple bounds

• 1 April 1988
• journal article
• Published by Springer Nature in Mathematical Programming
• Vol. 42  (1) , 171-180
• https://doi.org/10.1007/bf01589401

Abstract

Keywords

• CONJUGATE GRADIENTS
• ACTIVE SETS
• SIMPLE BOUND
• NONLINEAR OPTIMIZATION.
• ENTROPY SUBJECT
• MAXIMUM ENTROPY
• BOUND CONSTRAINTS
• OBJECTIVE FUNCTION
• ACTIVE SET METHOD
• CONJUGATE GRADIENT
• NONLINEAR OPTIMIZATION
• FOURIER COEFFICIENT