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基于广义几何规划的最小广义信息密度区分问题及其对偶理论
引用本文:朱德通.基于广义几何规划的最小广义信息密度区分问题及其对偶理论[J].高校应用数学学报(英文版),2003,18(1):103-114.
作者姓名:朱德通
作者单位:Zhu DetongDept. of Math.,Shanghai Normal Univ.,Shanghai 200234,China.
基金项目:theNationalNaturalScienceFoundationofChina (10 0 710 5 0 ),theNaturalScienceFoundationofShanghaiTechnicalSciencesCommittee (0 2ZA140 70 )andtheNaturalScienceFoundationof ShanghaiEducationcommittee (0 2OK0 6) .
摘    要:§ 1 IntroductionThequadraticallyconstrainedandentropydensityconstrainedquadraticprogramthatisgoingtobestudiedinthispaperischaracterizedasthefollowingform :Program (Q)(Q)  min Q0 (z)s .t . Pj(z)≤ 0 , j =1 ,2 ,...,l,Qi(z) ≤ 0 , i =1 ,2 ,...,r ,z=(z1,...,zn) T ≥ 0 ,wherePj(z) = nk =1zklog zke…

收稿时间:30 October 2001

Minimum discrimination information problems via generalized geometric programming
Zhu Detong.Minimum discrimination information problems via generalized geometric programming[J].Applied Mathematics A Journal of Chinese Universities,2003,18(1):103-114.
Authors:Zhu Detong
Institution:(1) Dept. of Math., Shanghai Normal Univ., 200234 Shanghai, China
Abstract:In this paper,the quadratic program problem and minimum discrimination information (MDI) problem with a set of quadratic inequality constraints and entropy constraints of density are considered.Based on the properties of the generalized geometric programming,the dual programs of these two problems are derived.Furthermore,the duality theorems and related Kuhn-Tucker conditions for two pairs of the prime-dual programs are also established by the duality theory.
Keywords:generalized geometric programming  Kuhn-Tucker condition  entropy of the density  
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