Entropy and Young programs: relations and self-concordance

Entropy and Young programs: relations and self-concordance

0.00 Avg rating0 Votes
Article ID: iaor2006978
Country: Germany
Volume: 10
Issue: 4
Start Page Number: 261
End Page Number: 276
Publication Date: Dec 2002
Journal: Central European Journal of Operations Research
Authors: , ,
Keywords: programming: mathematical
Abstract:

In this paper we study a special class of linearly constrained problems with convex separable objective functions usually called entropy programming problems. Den Hertog et al. (1995) proved that the logarithmic barrier function for the extended entropy programming problems is self-concordant, hence polynomial complexity for this class of problems can be derived from the theory of Nesterov and Nemirovsky on self-concordant functions. Furthermore, it is easy to show that the entropy optimization problem, as it is defined in the paper of Potra and Ye, forms a subclass of the class of extended entropy programming problems. Another related class of problems called Young-programming, was introduced by Kas et al.. The intersection of extended entropy programming and Young-programming contains most of the classical entropy programming problems, thus those Young-programs are polynomially solvable. However, it is shown in this paper that the symmetric difference of these problem classes is not empty (in set theoretical sense), and the structure of Young-programs enables us to present a Young-program whose logarithmic barrier function is not self-concordant and is not known to be polynomially solvable.

Reviews

Required fields are marked *. Your email address will not be published.