Bound on integrals: Elimination of the dual and reduction of the number of equality constraints |
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Authors: | F De Vylder |
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Institution: | Université Catholique de Louvain, Louvain-la-Nueve, Belgium |
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Abstract: | Let Lj (j = 1, …, n + 1) be real linear functions on the convex set of probability distributions. We consider the problem of maximization of Ln+1(F) under the constraint F ? and the equality constraints L1(F) = z1 (i = 1, …, n). Incorporating some of the equality constraints into the basic set , the problem is equivalent to a problem with less equality constraints. We also show how the dual problems can be eliminated from the statement of the main theorems and we give a new illuminating proof of the existence of particular solutions.The linearity of the functions Lj(j = 1, …, n + 1) can be dropped in several results. |
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Keywords: | Primal problem Dual problem Polar function Bipolar function Upper concave regularization |
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