Duality Theory of Two Classes of Entropy of Density Entropy Programmings
Zhu De-tong · 2003
Consider the quadratic program problem and the entropy of the density problem with a set of quadratical inequality con-straints and entropy inequality constraints of the density. The dual programmings of the two problems are derived by employing generalized Fenchel' s duality theorem and the knowledge of convex analysis. Furthermore, the duality theorems and related Ku-hn-Tucker conditions for the two pairs of the dual programs are also established through the duality theory.