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Resolución del método del simplex por máxima entropía

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Author Info
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.

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Publisher Info
Article provided by Entelequia y Grupo Eumed.net (Universidad de Málaga) in its journal Entelequia. Revista Interdisciplinar.

Volume (Year): (2007)
Issue (Month): 5 (Fall)
Pages: 101-110
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Handle: RePEc:erv:ancoec:y:2007:i:5:p:101-110

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Web page: http://www.eumed.net/entelequia/

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Related research
Keywords: Entropy; theory of information; Simplex method;

Find related papers by JEL classification:
C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
C69 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Other

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This page was last updated on 2009-11-21.


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