Upper Bound Design for the Lipschitz Constant of the F G ( ?, q )-Entropy Operator

Yuri S. Popkov
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Yuri S. Popkov: Institute for Systems Analysis of Federal Research Center “Computer Science and Control” of Russian Academy of Sciences, Moscow 119333, Russia

Mathematics, 2018, vol. 6, issue 5, 1-9

Abstract: This paper develops an upper bound design method of the Lipschitz constant for the generalized Fermi–Dirac information entropy operator with a polyhedral admissible set. We introduce the concept of a normal operator from this class in which the constraint matrix has normalized columns. Next, we establish a connection between the normal and original operator. Finally, we demonstrate that the normal operator is majorized by the linear one and find numerical characteristics of this majorant.

Keywords: entropy; majorant; normal operator; monotonic operator; vector interval (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2018
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