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

The authors 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.

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Bibliographic Details
Published in:Journal of optimization theory and applications 1988-08, Vol.58 (2), p.209-223
Main Authors: BEN-TAL, A, TEBOULLE, M, CHARNES, A
Format: Article
Language:English
Subjects:
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
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Description
Summary:The authors 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:0022-3239
1573-2878
DOI:10.1007/BF00939682