Technical Note—An Algorithm for a Class of Discrete Maximum Entropy Problems

Dwight Freund and Umesh Saxena
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Dwight Freund: University of Wisconsin, Waukesha, Wisconsin
Umesh Saxena: University of Wisconsin, Milwaukee, Wisconsin

Operations Research, 1984, vol. 32, issue 1, 210-215

Abstract: This note presents an exact method for solving a class of maximum entropy problems used in a decision making context. These exact solutions should prove valuable for benchmark testing of the numerical nonlinear programming methods normally applied to a large class of problems that includes those studied here. The finite algorithm developed has a complexity of order O ( n ) for a problem with (2 n + 1) constraints. An example involving the selection of best equipment for an oil spill problem is presented.

Keywords: 91 decision analysis; 566 entropy (search for similar items in EconPapers)
Date: 1984
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