ISSN:
1436-4646
Keywords:
Primary 49K27, 90C48
;
secondary 90C34, 52A41
;
Partially finite convex program
;
Necessary conditions
;
Facial reduction
;
Quasi relative interior
;
Constrained approximation
;
Maximum entropy
;
Vector lattice
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We consider the problem of minimizing an extended-valued convex function on a locally convex space subject to a finite number of linear (in)equalities. When the standard constraint qualification fails a reduction technique is needed to derive necessary optimality conditions. Facial reduction is usually applied in the range of the constraints. In this paper it is applied in the domain space, thus maintaining any structure (and in particular lattice properties) of the underlying domain. Applications include constrained approximation and best entropy estimation.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01581693
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