Duality for optimization problems with entropy-like objective functions

DOI10.1080/02522667.2005.10699658MaRDI QIDQ5694549zbMATH OpenOpenAlexFDO

Authors Radu I. Boţ, Sorin-Mihai Grad, Gert Wanka

Publication date 4 October 2005

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.2005.10699658

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Measures of information, entropy (94A17)

Review text

The authors consider the Lagrange dual of a convex optimization problem with the entropy-like objective function. Weak and strong duality theorems for the problem are established together with necessary and sufficient optimality conditions. The results mentioned above are applied to the convex-constrained minimum cross-entropy problem, the norm-constrained maximum entropy problem and the linearly constrained Burg entropy optimization problem.

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Cites work

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Cited in

(10)

• The role of duality in optimization problems involving entropy functionals with applications to information theory
• Entropy minimization with lattice bounds
• Entropy optimization models with convex constraints
• On a probabilistic approach to synthesize control policies from example datasets
• Duality for entropy optimization and its applications
• Duality Relationships for Entropy-Like Minimization Problems
• scientific article; zbMATH DE number 61560 (Why is no real title available?)
• Dual Methods in Entropy Maximization. Application to Some Problems in Crystallography
• scientific article; zbMATH DE number 2150945 (Why is no real title available?)
• A simple Duality Proof for Quadratically Constrained Entropy Functionals and Extension to Convex Constraints

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