! Entropy model in LINGO.
Find the distribution of maximum entropy,
subject to it satisfying certain problem
specific constraints;
! Keywords: Entropy maximization, Information theory;
SETS:
OUTCOME: P;
ENDSETS DATA:
OUTCOME = 1..6; ! The possible outcomes;
ENDDATA
! The maximum entropy objective;
MAX = @SUM( OUTCOME(j): p(j)*@LOG(p(j)));
! Probabilities sum to 1;
@SUM( OUTCOME(j): P(j)) = 1;
! Suppose we have a problem specific requirement
that the mean outcome should be 2.3;
@SUM( OUTCOME(j): j*P(j)) = 2.3;
