# Duality relationships for entropy-like minimization problems

@article{Borwein1991DualityRF, title={Duality relationships for entropy-like minimization problems}, author={Jonathan Michael Borwein and Adrian S. Lewis}, journal={Siam Journal on Control and Optimization}, year={1991}, volume={29}, pages={325-338} }

This paper considers the minimization of a convex integral functional over the positive cone of an $L_p $ space, subject to a finite number of linear equality constraints. Such problems arise in spectral estimation, where the bjective function is often entropy-like, and in constrained approximation. The Lagrangian dual problem is finite-dimensional and unconstrained. Under a quasi-interior constraint qualification, the primal and dual values are equal, with dual attainment. Examples show the…

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