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Maximum Entropy and Constrained Optimization

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Part of the book series: Fundamental Theories of Physics ((FTPH,volume 36))

Abstract

Previous work by the present authors [1,2] has introduced the idea that problems of constrained non-linear programming, which have hitherto been treated entirely deterministically in respect of the development of solution methods, may be interpreted probabilistically and solved by appropriate methods employing entropy maximization. This paper gives formal proofs by entirely deterministic mathematical means of the results contained in the earlier work and removes the need for any probabilistic interpretation. This consequently establishes the research on a much firmer base and also implies that the probabilistic interpretation and use of entropy maximization, though no longer strictly essential, is nonetheless valid.

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References

  1. A. B Templeman and Li Xingsi (1987) ‘A maximum entropy approach to constrained nonlinear programming’. Engineering Optimization, Vol. 12, No. 2, pp. 191–205.

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  2. Li Xingsi (1987) ‘Entropy and optimization’. Ph.D. Thesis, University of Liverpool.

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© 1989 Springer Science+Business Media Dordrecht

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Templeman, A.B., Xingsi, L. (1989). Maximum Entropy and Constrained Optimization. In: Skilling, J. (eds) Maximum Entropy and Bayesian Methods. Fundamental Theories of Physics, vol 36. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-7860-8_47

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  • DOI: https://doi.org/10.1007/978-94-015-7860-8_47

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-4044-2

  • Online ISBN: 978-94-015-7860-8

  • eBook Packages: Springer Book Archive

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