Optimization of Burg's entropy over linear constraints (Q756379): Difference between revisions

Two special-purpose iterative algorithms for maximization of Burg's entropy function subject to linear inequalities are presented. Both are ``row-action'' methods which use in each iteration the information contained in only one constraint. One is an underrelaxed Bregman algorithm which requires at each iterative step the solution of a system of equations. In contrast with this, the second algorithm employs a closed-form formula for the iterative step. Complete analyses of the convergence for both algorithms are given.