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

• 作 者: 朱德通
• 机 构: Dept. of Math., Shanghai Normal Univ., Shanghai 200234,China
• 出 处: 高校应用数学学报B辑
• 发表日期: 2003年1期
• 关键词: generalized geometric programming Kuhn-Tucker condition entropy of the density

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.