Minimization of entropy functionals
Optimization and Control
2015-05-13 v1 Information Theory
math.IT
Probability
Abstract
Entropy functionals (i.e. convex integral functionals) and extensions of these functionals are minimized on convex sets. This paper is aimed at reducing as much as possible the assumptions on the constraint set. Dual equalities and characterizations of the minimizers are obtained with weak constraint qualifications.
Keywords
Cite
@article{arxiv.0710.1462,
title = {Minimization of entropy functionals},
author = {Christian Léonard},
journal= {arXiv preprint arXiv:0710.1462},
year = {2015}
}