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On duality for entropy constrained programs

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Publication:1067995
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DOI10.1016/0020-0255(85)90051-9zbMath0579.90065OpenAlexW2039427393MaRDI QIDQ1067995

T. R. Jefferson, Carlton H. Scott, Soheila Jorjani

Publication date: 1985

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(85)90051-9


zbMATH Keywords

Dualityentropy constraint


Mathematics Subject Classification ID

Linear programming (90C05)


Related Items (1)

Fenchel-Lagrange duality versus geometric duality in convex optimization



Cites Work

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  • Several possible measures of risk
  • A generalisation of geometric programming with an application to information theory
  • Geometric programming applied to transportation planning
  • Saddle points of Hamiltonian systems in convex problems of Lagrange
  • Best approximation and intersections of balls in Banach spaces
  • The analysis of risky portfolios by geometric programming
  • Technical Note—A Generalized Maximum Entropy Principle
  • Entropy in linear programs
  • Geometric Programming
  • Large-scale linearly constrained optimization
  • GEOMETRIC PROGRAMMING, CHEMICAL EQUILIBRIUM, AND THE ANTI-ENTROPY FUNCTION
  • The Maximum-Entropy Distribution of the Future Market Price of a Stock


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