| 两类熵密度规划的对偶规划和最优性条件 |
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| 引用本文： | 张乐瑛,朱德通.两类熵密度规划的对偶规划和最优性条件[J].上海师范大学学报(自然科学版),2003,32(1):21-26. |
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| 作者姓名： | 张乐瑛 朱德通 |
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| 作者单位： | 上海师范大学,数理信息学院,上海,200234 |
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| 基金项目： | 上海市教委基金(020K06)，上海市科委自然科学基金(02ZA14070) |
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| 摘 要： | 基于广义的Fenchel对偶定理及其相应的Kuhn-Tucker条件，给出了带有二次约束和熵密度约束的二次规划问题和熵密度问题的对偶规划，强对偶定理以及Kuhn-Tucker条件。
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| 关 键 词： | 广义Fenchel对偶定理 Kuhn－Tucker条件 熵密度问题 |
| 文章编号： | 1000-5137(2003)01-0021-06 |
| 修稿时间： | 2002年9月5日 |
Duality Theory of Two Classes of Entropy of Density Entropy Programmings |
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| ZHANG Le-ying,ZHU De-tong.Duality Theory of Two Classes of Entropy of Density Entropy Programmings[J].Journal of Shanghai Normal University(Natural Sciences),2003,32(1):21-26. |
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| Authors: | ZHANG Le-ying ZHU De-tong |
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| Abstract: | Consider the quadratic program problem and the entropy of the density problem with a set of quadratical inequality con-straints and entropy inequality constraints of the density. The dual programmings of the two problems are derived by employing generalized Fenchel' s duality theorem and the knowledge of convex analysis. Furthermore, the duality theorems and related Ku-hn-Tucker conditions for the two pairs of the dual programs are also established through the duality theory. |
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| Keywords: | generalized Fenchel' s duality theorera Kuhn-Tucker condition density entropy problem |
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