Generalized entropy optimization problems and the existence of their solutions
Aladdin Shamilov
Physica A: Statistical Mechanics and its Applications, 2007, vol. 382, issue 2, 465-472
Abstract:
In the present study we have formulated a generalization of entropy optimization problems (GEOP), proposed sufficient conditions for the existence of solution. We have suggested also a new method based on a priori evaluations and Newton's methods for calculation of Langrange multipliers. Mentioned method allows calculating Langrange multipliers by starting from arbitrary initial point for Newton's approximations of constructed auxiliary equation. The solution of auxiliary equation is chosen as initial point for second constructed auxiliary equation. The recurring mentioned process for finite time leads to achieve an initial point for Newton's approximations of given equation and allows to find its unknown solution.
Keywords: Entropy optimization problem; Newton's method; Existence theorem; A priori evaluation. (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:382:y:2007:i:2:p:465-472
DOI: 10.1016/j.physa.2007.04.014
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