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拉格朗日乘子法是最优化方法中的重要方法,在最大熵推导上有着重要的应用。下面这篇教程深入浅出地介绍了拉格朗日乘子法:

http://www.slideshare.net/leingang/lesson-17-the-method-of-lagrange-mult...

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