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

Ben-Tal, Aharon; Teboulle, Marc; Charnes, Abraham

1988-08

Citation: Ben-Tal, A.; Teboulle, M.; Charnes, A.; (1988). "The role of duality in optimization problems involving entropy functionals with applications to information theory." Journal of Optimization Theory and Applications 58 (2): 209-223. <http://hdl.handle.net/2027.42/45233>

Abstract: We consider infinite-dimensional optimization problems involving entropy-type functionals in the objective function as well as as in the constraints. A duality theory is developed for such problems and applied to the reliability rate function problem in information theory.

ISSN: 1573-2878, 0022-3239

DOIs: http://dx.doi.org/10.1007/BF00939682

Handle: http://hdl.handle.net/2027.42/45233

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