Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities

0381750 - ÚTIA 2013 RIV CZ eng J - Journal Article
Csiszár, I. - Matúš, František
Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities.
Kybernetika. Roč. 48, č. 4 (2012), s. 637-689. ISSN 0023-5954
R&D Projects: GA ČR GA201/08/0539; GA ČR GAP202/10/0618
Institutional support: RVO:67985556
Keywords : maximum entropy * moment constraint * generalized primal/dual solutions * normal integrand * convex duality * Bregman projection * inference principles
Subject RIV: BA - General Mathematics
Impact factor: 0.619, year: 2012
http://library.utia.cas.cz/separaty/2012/MTR/matus-0381750.pdf

Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily differentiable. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. The effective domain of the value function is described by a conic core, a modification of the earlier concept of convex core. Minimizers and generalized minimizers are explicitly constructed from solutions of modified dual problems, not assuming the primal constraint qualification. A-generalized Pythagorean identity is presented using Bregman distance and a correction term for lack of essential smoothness in integrands. Results are applied to minimization of Bregman distances. Existence of a generalized dual solution is established whenever the dual value is finite, assuming the dual constraint qualification. Examples of "irregular" situations are included, pointing to the limitations of generality of certain key results.
Permanent Link: http://hdl.handle.net/11104/0212147