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

A. Ben-Tal, M. Teboulle, A. Charnes

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)209-223
Number of pages15
JournalJournal of Optimization Theory and Applications
Volume58
Issue number2
DOIs
StatePublished - Aug 1988
Externally publishedYes

Keywords

  • Optimization in infinite-dimensional spaces
  • channel capacity
  • divergence
  • duality in convex optimization
  • entropy
  • error exponent function
  • information theory
  • reliability rate function

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