Multiplicative algorithms for determining positive solutions of nonlinear equations

DOI10.1016/0377-0427(95)00030-5MaRDI QIDQ1919459zbMATH OpenOpenAlexFDO

Authors Yuri S. Popkov

Publication date 23 July 1996

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(95)00030-5

zbMATH Keywords

convergenceentropy functionmultiplicative algorithmnumerical examplespositive conepositive solution

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Review text

The paper is concerned with the more specific question of maximizing an entropy function based on physics-based distributions over a polyhedral set in the componentwise positive cone. This is converted to the problem of determining a positive solution of the equations resulting from the application of the Lagrange multiplier technique. The paper contains a convergence proof for the proposed multiplicative algorithm plus results from some numerical experiments.

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Cites work

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Cited in

(4)

• Multiplicative algorithms with \(p\)-active variables for entropy maximization of polyhedra
• New class of multiplicative algorithms for solving of entropy-linear programs
• Numerical calculation of the multiplicity of a solution to algebraic equations
• Algorithm and application of solving entropy equation

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