Mathematical Programming

, Volume 61, Issue 1–3, pp 251–261 | Cite as

On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems

  • Jonathan M. Borwein
Article

Abstract

We analyse several examples where the maximum entropy solution to a system of equations exists but fails to satisfy the natural (dual) formula. These examples highlight the role that finiteness of the number of constraints has in the efficacy of maximum entropy type estimation and reconstruction. We also provide two regularization processes which repair the problem.

AMS 1991 Subject Classifications

Primary 94A12, 90C48, 45B05 Secondary 94A27, 49J27 

Key words

Boltzmann—Shannon entropy maximum entropy estimates Fenchel duality Fredholm equations Lagrange multipliers dual convex programs duality gaps regularization penalization 

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Copyright information

© The Mathematical Programming Society, Inc. 1993

Authors and Affiliations

  • Jonathan M. Borwein
    • 1
  1. 1.Department of Combinatorics and OptimizationUniversity of WaterlooWaterlooCanada

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