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Resolución del método del simplex por máxima entropía

Manuel Mora Garcés, Ricardo Sánchez Moreno and Javier Toledano Redondo

Entelequia. Revista Interdisciplinar, 2007, issue 5, 101-110

Abstract: The connexion between statistical mechanics basis of Gibbs and Shannon's information theory allows the application of Gibbs's formulas to the resolution of Simplex's problem by Shannon's Maximum Entropy Principle. The method, based in the minimal information that the objective of Simplex, in his optimal position, awards to restrictions ensembles, consists to change the variables for its consideration as probabilities, and then, in order to obtain the more probably p.d.f. (probability distribution function), maximize Shannon's entropy. A Boltzmann type distribution is reached. The solution is obtained from the p.d.f. turning out.

Keywords: Entropy; theory of information; Simplex method (search for similar items in EconPapers)
JEL-codes: C02 C69 (search for similar items in EconPapers)
Date: 2007
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