The Role of Duality in Optimization Problems Involving Entropy Functionals, with Applications to Information Theory.

Abstract

We consider infinite dimensional optimization problems involving entropy-type functionals in the objective function as well as in the constraints. A duality theory is developed for such problems and applied to the reliability rate function problem in Information Theory. Originator-supplied keywords include: Optimization in Infinite Dimensional Spaces; Dulaity in Convex Optimization; Entropy; divergence: Information Theory; Channel Capacity; Reliability Rate Function; Error Exponent Function. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA152336

Entities

People

  • A. Ben-tal
  • Abraham Charnes
  • Marc Teboulle

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Applied Mathematics
  • Business Administration
  • Channel Capacity
  • Computations
  • Computer Programming
  • Engineering
  • Information Theory
  • Mathematics
  • New York
  • Numbers
  • Operations Research
  • Optimization
  • Probability
  • Probability Distributions
  • Reliability
  • Theorems

Readers

  • Statistical inference.

Technology Areas

  • Space