Entropy in linear programs

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1981 English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 21, pages 137-151 (issn: 0025-5610, eissn: 1436-4646,

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Authors: Sven Erlander;

doi: 10.1007/bf01584236

Entropy in linear programs

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Abstract

This paper treats entropy constrained linear programs from modelling as well as computational aspects. The optimal solutions to linear programs with one additional entropy constraint are expressed in terms of Lagrange-multipliers. Conditions for uniqueness are given. Sensitivity and duality are studied. The Newton—Kantorovich method is used to obtain a locally convergent iterative procedure. Related problems based on maximum entropy or minimum information are discussed.

Keywords

chemical equilibrium, minimum information, Measures of information, entropy, maximum entropy, Mathematical programming, sensitivity, entropy constrained linear programs, Numerical mathematical programming methods, Lagrange-multipliers, conditions for uniqueness, Linear programming, locally convergent iterative procedure, duality, Newton-Kantorovich method

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