Optimization of Burg's entropy over linear constraints (Q756379)
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scientific article; zbMATH DE number 4191004
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| English | Optimization of Burg's entropy over linear constraints |
scientific article; zbMATH DE number 4191004 |
Statements
Optimization of Burg's entropy over linear constraints (English)
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1991
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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.
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row-action methods
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hybrid algorithm
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iterative algorithms
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Burg's entropy function
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linear inequalities
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underrelaxed Bregman algorithm
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convergence
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0.8314038515090942
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0.8181847929954529
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0.7871326208114624
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