On Lagrange multipliers in convex entropy minimization
Optimization and Control
2017-08-29 v1
Abstract
Based on a characterization of the optimality of a feasible solution of a convex entropy minimization problem, one shows that the feasible solutions obtained using formally the Lagrange multipliers method are optimal.
Cite
@article{arxiv.1708.08302,
title = {On Lagrange multipliers in convex entropy minimization},
author = {Constantin Zalinescu},
journal= {arXiv preprint arXiv:1708.08302},
year = {2017}
}
Comments
10 pages