bibtype J - Journal Article
ARLID 0381750
utime 20240903170625.0
mtime 20121030235959.9
SCOPUS 84866016929
WOS 000310190200004
title (primary) (eng) Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities
specification
page_count 53 s.
serial
ARLID cav_un_epca*0297163
ISSN 0023-5954
title Kybernetika
volume_id 48
volume 4 (2012)
page_num 637-689
publisher
name Ústav teorie informace a automatizace AV ČR, v. v. i.
keyword maximum entropy
keyword moment constraint
keyword generalized primal/dual solutions
keyword normal integrand
keyword convex duality
keyword Bregman projection
keyword inference principles
author (primary)
ARLID cav_un_auth*0015571
name1 Csiszár
name2 I.
country HU
author
ARLID cav_un_auth*0101161
full_dept (cz) Matematická teorie rozhodování
full_dept Department of Decision Making Theory
department (cz) MTR
department MTR
full_dept Department of Decision Making Theory
name1 Matúš
name2 František
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2012/MTR/matus-0381750.pdf
cas_special
project
ARLID cav_un_auth*0239648
project_id GA201/08/0539
agency GA ČR
project
ARLID cav_un_auth*0263481
project_id GAP202/10/0618
agency GA ČR
abstract (eng) Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily differentiable. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. The effective domain of the value function is described by a conic core, a modification of the earlier concept of convex core. Minimizers and generalized minimizers are explicitly constructed from solutions of modified dual problems, not assuming the primal constraint qualification. A-generalized Pythagorean identity is presented using Bregman distance and a correction term for lack of essential smoothness in integrands. Results are applied to minimization of Bregman distances. Existence of a generalized dual solution is established whenever the dual value is finite, assuming the dual constraint qualification. Examples of "irregular" situations are included, pointing to the limitations of generality of certain key results.
RIV BA
reportyear 2013
num_of_auth 2
mrcbC52 4 A O 4a 4o 20231122135234.9
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0212147
mrcbT16-e COMPUTERSCIENCECYBERNETICS
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mrcbT16-g 0.054
mrcbT16-h 9.6
mrcbT16-i 0.00164
mrcbT16-j 0.284
mrcbT16-k 536
mrcbT16-l 74
mrcbT16-q 21
mrcbT16-s 0.410
mrcbT16-y 20.28
mrcbT16-x 0.78
mrcbT16-4 Q2
mrcbT16-B 30.653
mrcbT16-C 16.667
mrcbT16-D Q3
mrcbT16-E Q3
arlyear 2012
mrcbTft \nSoubory v repozitáři: matus-0381750.pdf, 0381750.pdf
mrcbU14 84866016929 SCOPUS
mrcbU34 000310190200004 WOS
mrcbU63 cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 48 č. 4 2012 637 689 Ústav teorie informace a automatizace AV ČR, v. v. i.