MINIMUM CROSS-ENTROPY ANALYSIS WITH ENTROPY-TYPE CONSTRAINTS

被引：4
|
作者：
FANG, SC
PETERSON, EL
RAJASEKERA, JR
机构：
[1] N CAROLINA STATE UNIV, RALEIGH, NC 27695 USA
[2] AT&T BELL LABS, ENGN RES CTR, PRINCETON, NJ 08540 USA
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1992年 / 39卷 / 02期
关键词：
ENTROPY OPTIMIZATION; INFORMATION THEORY; GEOMETRIC PROGRAMMING; PROBABILITY INFERENCE;
D O I：
10.1016/0377-0427(92)90127-J
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we study the cross-entropy optimization problem with entropy-type constraints. A simple geometric inequality is used to derive its dual problem and to show the "strong duality theorem". We found this geometric dual is a computationally attractive canonical program that is always consistent. A "dual-to-primal" conversion formula and a "dual perturbation" algorithm are also derived for computations.
引用
收藏
页码：165 / 178
页数：14
相关论文
共 50 条
12345