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Resolución del método del simplex por máxima entropía

Author

Listed:
  • Mora Garcés, Manuel
  • Sánchez Moreno, Ricardo
  • Toledano Redondo, Javier

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.

Suggested Citation

  • Mora Garcés, Manuel & Sánchez Moreno, Ricardo & Toledano Redondo, Javier, 2007. "Resolución del método del simplex por máxima entropía," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 5, pages 101-110, Fall.
    • Handle: RePEc:erv:ancoec:y:2007:i:5:p:101-110
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    More about this item

    Keywords

    Entropy; theory of information; Simplex method;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other

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