Acta mathematica scientia,Series A ›› 2004, Vol. 4 ›› Issue (6): 767-771.

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The Maximum Entropy Function Sequence for Convex Programming and Its Convergence

 CHEN Ye-Hua, CHEN Zhen-Long   

  • Online:2004-12-25 Published:2004-12-25

Abstract:

In this paper, the authors introduce a sequence of the maximum entropy functionfor the convex programming problems by using the Lagrange multiplier method and norm mathematics, so that the illconditioned algorithm of the numerical calcul ation is averted. At the same time, the uniform convergence for the maximum entropy sequence is proved.

Key words: Convex programming; Maximum entropy function; Lagrange multiplier; Norm

CLC Number: 

  • 49M,90C
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