L p -Norms, Log-Barriers and Cramer Transform in Optimization
نویسندگان
چکیده
منابع مشابه
Lp-norms, Log-barriers and Cramer transform in Optimization
We show that the Laplace approximation of a supremum by L-norms has interesting consequences in optimization. For instance, the logarithmic barrier functions (LBF) of a primal convex problem P and its dual P∗ appear naturally when using this simple approximation technique for the value function g of P or its Legendre-Fenchel conjugate g∗. In addition, minimizing the LBF of the dual P∗ is just e...
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ژورنال
عنوان ژورنال: Set-Valued and Variational Analysis
سال: 2010
ISSN: 1877-0533,1877-0541
DOI: 10.1007/s11228-010-0146-8