Least-squares methods for partial differential equations are based on a norm-equivalence between the error norm and the residual norm. The resulting algebraic system of equations, which is symmetric positive definite, can also be obtained by solving a weighted collocation scheme using least-squares to solve the resulting algebraic equations. Furthermore, least-squares allows to ad extra constraints to the system. In the present work the entropy is added as an extra inequality constraint to ensure only physical solutions for the one-dimensional inviscid Burgers equation are obtained.