Minimization of entropy functionals

Christian Léonard (1)

1 MODAL'X - Modélisation aléatoire de Paris X

Entropy functionals (i.e. convex integral functionals) and extensions of these functionals are minimized on convex sets. This paper is aimed at reducing as much as possible the assumptions on the constraint set. Dual equalities and characterizations of the minimizers are obtained with weak constraint qualifications.

Mots clés: entropy; convex optimization; constraint qualification; convex conjugate; Orlicz spaces

Domaines: Optimisation et contrôle [math.OC]; Probabilités [math.PR]; Théorie de l'information [cs.IT]; Théorie de l'information et codage [math.IT]

Christian Léonard. Minimization of entropy functionals. Journal of Mathematical Analysis and Applications, 2008, 346, pp.183-204. ⟨hal-00177361⟩