. Thus identifying the optimal weights involves minimizing D KL under the aforementioned constraints. Minimizing D KL is equivalent to maximizing the entropy S = -∑ N i=1 w i log(w i ) of the weights {w i : i = 1, ..., N } because the two are related by D KL = -S + log(N ), where log(N ) is a constant and does not depend on the weights.