The role of duality in optimization problems involving entropy functionals with applications to information theory

DOI10.1007/BF00939682zbMath0631.49007MaRDI QIDQ1094664

A. Charnes, Aharon Ben-Tal, Marc Teboulle

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

duality theoryinfinite-dimensional optimizationentropy-type functionalsreliability rate function

Mathematics Subject Classification ID

Convex programming (90C25) Duality theory (optimization) (49N15) Measures of information, entropy (94A17) Information theory (general) (94A15)

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• On Information and Sufficiency

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