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.
| Original language | English |
|---|---|
| Pages (from-to) | 209-223 |
| Number of pages | 15 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 58 |
| Issue number | 2 |
| DOIs | |
| State | Published - Aug 1988 |
| Externally published | Yes |
Keywords
- Optimization in infinite-dimensional spaces
- channel capacity
- divergence
- duality in convex optimization
- entropy
- error exponent function
- information theory
- reliability rate function