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arxiv: 1708.08302 · v1 · pith:VMQZI7DFnew · submitted 2017-08-28 · 🧮 math.OC

On Lagrange multipliers in convex entropy minimization

classification 🧮 math.OC
keywords convexentropyfeasiblelagrangeminimizationmultiplierscharacterizationformally
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Based on a characterization of the optimality of a feasible solution of a convex entropy minimization problem, one shows that the feasible solutions obtained using formally the Lagrange multipliers method are optimal.

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