Optimization of Burg's entropy over linear constraints (Q756379)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimization of Burg's entropy over linear constraints |
scientific article; zbMATH DE number 4191004
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
1991
0 references
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.
0 references
row-action methods
0 references
hybrid algorithm
0 references
iterative algorithms
0 references
Burg's entropy function
0 references
linear inequalities
0 references
underrelaxed Bregman algorithm
0 references
convergence
0 references
