optimization problem for joint entropy
- From: "Emma " <abbp417@xxxxxxxxxx>
- Date: Sun, 17 May 2009 12:47:01 +0000 (UTC)
The problem I would like to solve is as follows:
suppose we have two variables X and Y, and X is less or equal to Y. If X, Y can
both take three values, say 1,2,3 at the moment (just for simplicity). And we
know the constraints for X is that the entropy of X is H(X)=a (we can specify a
exact value) also H(Y)=b. Now I would like to find out the maximum
value of H(X,Y).
So if H(X)=log2(3) and H(Y)=log2(3), and the initial search point I provide to
Matlab is (1/3;0;1/3;0;0;1/3) in the order of
P(X=0,Y=0);P(X=0,Y=1);P(X=1,Y=1);P(X=0,Y=2);P(X=1,Y=2);P(X=2,Y=2)
I would like fmincon to give me the result exactly the same as this one. But
matlab just failed to do this.
My problem is multivariable nonlinear constrained problem, would you also please give me some information about any toolbox or algorithm which is useful. That would be great help.
Thanks a lot.
.
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