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

Imre Csiszár, František Matúš (2012)

Kybernetika

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...

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