摘要
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.
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.
基金
theNationalNaturalScienceFoundationofChina (10 0 710 5 0 ),theNaturalScienceFoundationofShanghaiTechnicalSciencesCommittee (0 2ZA140 70 )andtheNaturalScienceFoundationofShanghaiEducationcommittee (0 2OK0 6) .
