Hello.  I have searched the archives but have not found anything.  I
need to solve a constrained optimisation problem for a nonlinear
function (“maximum entropy formalism”).  Specifically,

Optimise: -1*SUM(p_ilog(p_i)) for a vector p_i of probabilities,
conditional on a series of constraints of the form:

 

SUM(T_i*p_i)=k_i  for given values of T_i and k_i  (these are
constraints on expectations).

 

Can this be done in R?

 

Bill Shipley

Associate Editor, Ecology

North American Editor, Annals of Botany

Département de biologie, Université de Sherbrooke,

Sherbrooke (Québec) J1K 2R1 CANADA

Bill.Shipley@USherbrooke.ca

 <http://callisto.si.usherb.ca:8080/bshipley/>
http://callisto.si.usherb.ca:8080/bshipley/

 


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