关键词: 凸规划, 极大熵函数, Lagrange乘子, 范数

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