ALGORITHM FOR FINDING THE DISTRIBUTION OF MAXIMAL ENTROPY

An algorithm for determining the distribution of maximal entropy subject to constraints is presented. The method provides an alternative to the conventional procedure which requires the numerical solution of a set of implicit nonlinear equations for the Lagrange multipliers. Here they are determined by seeking a minimum of a concave function, a procedure which readily lends itself to computational work. The program also incorporates two preliminary stages. The first verifies that the constraints are linearly independent and the second checks that a feasible solution exists. © 1979.