Multiplicative algorithms for determining positive solutions of nonlinear equations
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.
scientific article; zbMATH DE number 908400
scientific article