A BRANCH-AND-BOUND NETWORK APPROACH TO THE CANONICAL CONSTRAINED ENTROPY PROBLEM

In this paper, we present a branch and bound algorithm for solving the constrained entropy mathematical programming problem. Unlike other me thods for solving this problem, our method solves more general problem s with inequality constraints. The advantage of the proposed technique is that the relaxed problem solved at each node is a singly constrain ed network problem. The;disadvantage is that the relaxed problem has t wice as many variables as the original problem. An application to regi onal planning is given, and an example problem is solved.