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

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

doi:10.1007/BF00939682

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

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

^*Corresponding author for this work

Technion-Israel Institute of Technology
University of Michigan, Ann Arbor
University of Maryland, Baltimore County
Center for Cybernetic Studies
University of Texas at Austin

Research output: Contribution to journal › Article › peer-review

29 Scopus citations

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	https://doi.org/10.1007/BF00939682
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

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10.1007/BF00939682

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title = "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 as in the constraints. A duality theory is developed for such problems and applied to the reliability rate function problem in information theory.",

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

author = "A. Ben-Tal and M. Teboulle and A. Charnes",

year = "1988",

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AU - Charnes, A.

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KW - Optimization in infinite-dimensional spaces

KW - channel capacity

KW - divergence

KW - duality in convex optimization

KW - entropy

KW - error exponent function

KW - information theory

KW - reliability rate function

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

Abstract

Keywords

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