Bibliography
Conference Paper (international conference)
Generalized minimizers of convex integral functionals and Pythagorean identities
,
: Geometric Science of Information 2013, p. 302-307
: Geometric Science of Information 2013, (Paris, FR, 28.08.2013-30.08.2013)
: Integral functional, convex normal integrand, primal constraint qualification, generalized minimizer, Pythagorean identities, information geometry
: 10.1007/978-3-642-40020-9_32
(eng): Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The effective domain of the value function is described by a modification of the concept of convex core. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. The minimizers and generalized minimizers are explicitly described whenever the primal value is finite, assuming a dual constraint qualification but not the primal constraint qualification. A generalized Pythagorean identity is presented using Bregman distance and a correction term.
: BD