Duality relationships for entropy-like minimization problems

Borwein, Jonathan M. and Lewis, Adrian (1991) Duality relationships for entropy-like minimization problems. SIAM Journal on Control and Optimization, 29 . pp. 325-338. ISSN 0363-0129

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This paper considers the minimization of a convex integral functional over the positive cone of an Lp space, subject to a finite number of linear equality constraints. Such problems arise in spectralestimation, where the objective function is often entropy-like, and in constrained approximation. The Lagrangian dual problem is finite-dimensional and unconstrained. Under a quasi-interior constraint qualification, the primal and dual values are equal, with dual attainment. Examples show the primal value may not be attained. Conditions are given that ensure that the primal optimal solution can be calculated directly from a dual optimum. These conditions are satisfied in many examples.

Item Type: Article
Depositing User: Mrs Naghmana Tehseen
Date Deposited: 18 Feb 2015 14:51
Last Modified: 18 Feb 2015 14:51

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