Entropy in linear programs |
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| Authors: | Sven Erlander |
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| Institution: | (1) Department of Mathematics, Linköping Institute of Technology, S-581 83 Linköping, Sweden |
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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. |
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| Keywords: | Linear Program Entropy Newton— Kantorovich Method Chemical Equilibrium Geometric Programming Maximum Entropy Minimum Information |
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