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Generalized entropy optimization problems and the existence of their solutions

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  • Shamilov, Aladdin

Abstract

In the present study we have formulated a generalization of entropy optimization problems (GEOP), proposed sufficient conditions for the existence of solution. We have suggested also a new method based on a priori evaluations and Newton's methods for calculation of Langrange multipliers. Mentioned method allows calculating Langrange multipliers by starting from arbitrary initial point for Newton's approximations of constructed auxiliary equation. The solution of auxiliary equation is chosen as initial point for second constructed auxiliary equation. The recurring mentioned process for finite time leads to achieve an initial point for Newton's approximations of given equation and allows to find its unknown solution.

Suggested Citation

  • Shamilov, Aladdin, 2007. "Generalized entropy optimization problems and the existence of their solutions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(2), pages 465-472.
    • Handle: RePEc:eee:phsmap:v:382:y:2007:i:2:p:465-472
    DOI: 10.1016/j.physa.2007.04.014
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    References listed on IDEAS

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    1. Wu, Ximing, 2003. "Calculation of maximum entropy densities with application to income distribution," Journal of Econometrics, Elsevier, vol. 115(2), pages 347-354, August.
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    Cited by:

    1. Usta, Ilhan & Kantar, Yeliz Mert, 2011. "On the performance of the flexible maximum entropy distributions within partially adaptive estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2172-2182, June.

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