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Simple Unconstrained Dual Convex Programming Method for the Computation of Discrete Maximum Entropy Distributions

机译：离散最大熵分布计算的简单无约束双凸规划法

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摘要

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)

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作者
Brockett, P.; Paick, K.;
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年度 1984
页码 p.1-16
总页数 16
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Mathematical programming; Computations; Entropy; Distribution; Lagrangian functions; Structural properties; Decision making; Variables; Oil spills;

机译：数学规划;计算;熵;分布;拉格朗日函数;结构性质;决策;变量;漏油;

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专利

1. A maximum entropy method for convex programming [J] . TANG Huanwen, ZHANG Liwei Chinese science bulletin . 1995,第5期

机译：凸规划的最大熵方法
2. A maximum entropy method for convex programming [J] . TANG Huanwen, ZHANG Liwei Chinese science bulletin . 1995,第5期

机译：凸规划的最大熵方法
3. A Maximum-Entropy Method to Estimate Discrete Distributions from Samples Ensuring Nonzero Probabilities [J] . Paul Darscheid, Anneli Guthke, Uwe Ehret Entropy . 2018,第8期

机译：估计非零概率的样本离散分布的最大熵方法
4. Maximum entropy and applications to some classical discrete distributions [C] . Topsoe F. Information Theory Workshop, 2002. Proceedings of the 2002 IEEE . 2002

机译：最大熵及其在一些经典离散分布中的应用
5. The maximum entropy method in statistical physics: An alternative approach to the theory of simple fluids. [D] . Tseng, Chih-Yuan. 2004

机译：统计物理学中的最大熵方法：简单流体理论的另一种方法。
6. Two-dimensional distributions of activation enthalpy and entropy from kinetics by the maximum entropy method. [O] . P J Steinbach 1996

机译：最大熵法从动力学的活化焓和熵的二维分布。
7. A Maximum-Entropy Method to Estimate Discrete Distributions from Samples Ensuring Nonzero Probabilities [O] . Paul Darscheid, Anneli Guthke, Uwe Ehret 2018

机译：最大熵方法来估计来自样本的离散分布，确保非零概率

Simple Unconstrained Dual Convex Programming Method for the Computation of Discrete Maximum Entropy Distributions

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