In the standard model of cosmology, the Universe began its expansion with an anomalously low entropy, which then grew dramatically to much larger values consistent with the physical conditions at decoupling, roughly 380,000 years after the Big Bang. There does not appear to be a viable explanation for this `unnatural history, other than via the generalized second law of thermodynamics (GSL), in which the entropy of the bulk, S_bulk, is combined with the entropy of the apparent (or gravitational) horizon, S_h. This is not completely satisfactory either, however, since this approach seems to require an inexplicable equilibrium between the bulk and horizon temperatures. In this paper, we explore the thermodynamics of an alternative cosmology known as the R_h=ct universe, which has thus far been highly successful in resolving many other problems or inconsistencies in LCDM. We find that S_bulk is constant in this model, eliminating the so-called initial entropy problem simply and elegantly. The GSL may still be relevant, however, principally in selecting the arrow of time, given that S_h ~ t^2 in this model.