Entropy maximization

An entropy maximization problem is a convex optimization problem of the form An entropy maximization problem is a convex optimization problem of the form where x → ∈ R + + n {displaystyle {vec {x}}in mathbb {R} _{++}^{n}} is the optimization variable, A ∈ R m × n {displaystyle Ain mathbb {R} ^{m imes n}} and b ∈ R m {displaystyle bin mathbb {R} ^{m}} are problem parameters.