Duality Relationships for Entropy-Like Minimization Problems (Q3978022)

The paper is concerned with the dual approach to the optimization problem \[ \inf\left\{ \int_ T \phi(x(t)) d\sigma(t)\mid x\in L^ p(T,[0, +\infty[, \sigma),\;Ax= b\right\}, \] where \(1\leq p\leq \infty\), \(b\in {\mathbf R}^ n\) and \(A: L^ p(T,[0,+ \infty[, \sigma)\to {\mathbf R}^ n\) is continuous. By using the authors [Math. Programming (to appear)] it is proved that a quasi-interior constraint qualification ensures that the primal and dual values are equal, with dual attainment. Additional conditions are given for the attainment of the primal value, and the direct computation of the primal optimal solution from the dual solution.