线性约束极大熵问题的正则约束凝聚函数法

The Regularized Constraint Aggregation Method for Maximum Entropy Subject to Linear Constraints

研究了求解具有线性约束极大熵问题的约束凝聚函数法的正则化技术。根据在近似点算法中使用约束凝聚函数法的思想,提出了求解具有线性约束极大熵问题的正则约束凝聚函数法。对具有线性约束极大熵问题的等价问题建立了正则约束凝聚函数。分别在没有正则条件下和一些正则条件下,给出了其收敛性分析。

In this paper,we study regularization techniques for the constraint aggregation method for solving maximum entropy problem subject to linear constraints.We use the constraint aggregation principle in the general framework of the proximal point method and propose the regularized constraint aggregation method for solving maximum entropy problem subject to linear constraints.At first,the regularized constraint aggregation function is established for the equlivant problem of maximum entropy problem subject to l...