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Conference Paper (international conference)

Generalized minimizers of convex integral functionals and Pythagorean identities

Csiszár I., Matúš František

: 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

: http://library.utia.cas.cz/separaty/2013/MTR/http://library.utia.cas.cz/separaty/2013/MTR/matus-0397249.pdf

(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