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.
1. Introduction
Mathematical modeling methods based on constrained optimization of parameterized entropy functions (or functionals) are widely used in different applications such as image recognition in computerized tomography [1,2], dynamic regression models estimation [3], and randomized machine learning [4], to name a few.
Entropy functions and admissible sets depend on basic variables and parameters, some being fixed while others take values from their definitional domains. An entropy operator is an operator that maps the definitional domains of variable parameters into a set of entropy-optimal basic variables. In general form an entropy operator can be written as
where denotes an entropy function of basic variables and parameters while gives an admissible set with parameters .
This paper deals with the so-called -entropy operators defined by
where denotes the generalized Fermi–Dirac information entropy, and are m-dimensional unit and r-dimensional parallelepipeds, respectively, and
where
In what follows, we will suggest an upper bound design method for the local Lipschitz constant (over a compact set) of the entropy operators belonging to this class.
The Lipschitz constant plays an important role in theory of dynamic systems, including for the systems with entropy operator [5], in dynamic procedures of computerized tomography [6], and others.
2. Problem Statement and Logical Scheme of Solution
Consider the entropy operator (2) with the entropy function
and the matrix B (3) of full rank r. The definitional domains of the variables have the form
with constants , and are small fixed values.
The local Lipschitz constant of the -entropy operator (2) and (5) over the set (6) is a value that satisfies the inequality
The problem is to find an upper bound for the Lipschitz constant .
The upper bound design method for the Lipschitz constant of the -entropy operator involves three main ideas as follows. The first idea is to select a suitable operator from the same class for which (1) there exists a close relation to the original operator and (2) it is simpler to obtain an upper bound for the Lipschitz. Such a suitable operator will be called normal and denoted by (Section 3 and Section 4). The second idea concerns majorant design: in the beginning, the normal operator is majorized by the normal operator (with the Boltzmann entropy) and then an appropriate majorant in form of a linear operator is constructed for it (Section 5). Finally, the third idea deals with the estimation and localization of the eigenvalues of the linear majorant operator (Section 6).
3. Normal Form of Entropy Operator
The normal entropy operator is given by
where
- denotes the generalized Fermi–Dirac information entropy [7];
- means an admissible set;
- the matrix W has full rank r, normalized columnsare unit vectors with r and m-dimensions, respectively, and the dominant diagonal of the matrix , i.e.,
- the definitional domain of the vectors iswith constants and are small fixed values.
4. Relationship between and
Theorem 1.
There exists a matrix of dimensions that satisfies the conditions
and
Proof.
Consider system (3):
Premultiplying this equality by a nondegenerate matrix P of dimensions yields
Select the matrix P so that the conditions of Theorem 1 hold. This is a system of r equations with respect to variables—the elements of the matrix P. Because the matrix B in (16) is nondegenerate, this system has a set of solutions.
For example, choose the solution that maximizes the entropy
subject to (14). ☐
5. Majorants of -Entropy Operator
Let us use the -entropy operator as a majorant for the -entropy operator, defining some domain (6) where this can be done:
The -entropy operator has the form
where
denotes the generalized Boltzmann information entropy.
The characteristics of the admissible set are the same as for the -entropy operator (10)–(12). The Lagrange function of the -entropy operator is written as
where indicate Lagrange multipliers.
The first-order optimality condition for this function leads to the following system of equations with respect to the dual variables :
Here the vector consists of the elements
Similar equations hold for the -entropy operator. In accordance with (A6),
where the vector consists of the elements
Theorem 2.
Proof.
Consider inequality (27):
Since the terms in the above sums are positive, it suffices that
Consequently,
This system of inequalities holds if each term in the left-hand side of each inequality is smaller than its counterpart in the right-hand side, i.e.,
Denote
where the variables and are defined by Equalities (28).
Here we have utilized the property (11) of the normal -entropy operator. Then, Expression (36) gives
Assume
This condition guarantees the non-emptiness of the set (29). ☐
Thus, we have proved that the operator majorizes the operator in the domain (19).
Theorem 3.
Proof.
Consider Equation (23), reducing it to the form
Equation (44) contains a nonnegative strictly monotonically increasing function in its left-hand side (see [8]). To explore the properties of its solutions, we will employ Theorem 3.1 from [9] for the equations with monotonicoperators. In accordance with this theorem, if there are two vectors such that
then the solution to Equation (44) belongs to the vector interval . In our case, .
For obtaining an appropriate vector , let us construct a majorant for the function under fixed and . Using the inequality
where
from [10], we get the upper bound
where are the elements of the matrix C (43).
6. Upper Bound
On the strength of Theorems 2 and 3 (also see [8]), we may write the following upper bound for the local Lipschitz constant:
where
7. Conclusions
The method of upper bound design for the Lipschitz constant of the -entropy operator is developed. It is based on the normal entropy operator, and the definition of relation between normal and original operators. Then, the linear majorant of the normal operator is defined, and estimation of the Lipschitz constant for the original operator is performed.
The linear majorant method is important for investigation of the properties of entropy operators, for instance, for Boltzmann and Einstein operators [7]. The -entropy operator is characterized by the parametrical problem for conditional maximization. Also, there exists a wide class of entropy operators that are described by mathematical programming problems. Development of the method of the upper bound design for these operators will represent interesting progress.
Acknowledgments
This work was supported by the Russian Foundation for Basic Research (Project No. 16-07-00743).
Conflicts of Interest
The authors declare no conflict of interest.
Appendix A. Properties of the Normal (ν,q)-Entropy Operator
1. Optimality conditions. The Lagrange function of the -entropy operator has the form
where are Lagrange multipliers.
The first-order optimality conditions of this function yield a system of equations with respect to the direct and dual variables. By the properties of entropy functions, the direct variables possess an analytical relationship to the dual ones, and the optimality conditions are written as the following system of equations with respect to the dual variables (the Lagrange multipliers ):
where
Sometimes, it is convenient to use similar conditions in terms of the exponential Lagrange multipliers , i.e.,
2. Monotonicity of the function .
Lemma A1.
Proof.
It suffices to check the signs of corresponding derivatives. Consider Equalities (A4). The derivatives of the function with respect to the variables are given by
Differentiation of the function with respect to the variable yields
These expressions vanish if at least one of the variables . This establishes the first part of Lemma A1.
These expressions vanish if at least one of the variables . The proof of Lemma A1 is complete. ☐
References
- Herman, G.T. Image Reconstruction from Projections: The Fundamentals of Computerized Tomography; Academic Press: New York, NY, USA, 1980. [Google Scholar]
- Lewitt, R.M.; Matej, S. Overview of Methods for Image Reconstruction from Projections in Emission Computed Tomography. Proc. IEEE 2003, 91, 1588–1611. [Google Scholar] [CrossRef]
- Popkov, Y.S.; van Wissen, L. Positive Dynamic Systems with Entropy Operator (Application to Labour Market Modeling). Eur. J. Oper. Res. 2005, 164, 811–828. [Google Scholar] [CrossRef]
- Popkov, Y.S.; Dubnov, Y.A.; Popkov, A.Y. New Method of Randomized Forecasting Using Entropy-Robust Estimation: Application to the World Population Prediction. Mathematics 2016, 4, 1–16. [Google Scholar] [CrossRef]
- Popkov, Y.S. Entropy Operator in Macrosystem Modeling. In Intelligent Systems: From Theory to Practice; SCI 299; Springer: Berlin/Heidelberg, Germany, 2010; pp. 329–359. [Google Scholar]
- Popkov, Y.S. Entropic Image Restoration as a Dynamic System with Entropy Operator. In Image Restoration Recent Advances and Applications; Histace, A., Ed.; INTECH: London, UK, 2012; pp. 45–72. [Google Scholar]
- Popkov, Y.S. Macrosystems Theory and Its Applications; Springer: New York, NY, USA, 1995. [Google Scholar]
- Popkov, Y.S.; Rublev, M.V. Estimation of a Local Lipschitz Constant of the Bq-Entropy. Autom. Remote Control 2005, 66, 1069–1080. [Google Scholar] [CrossRef]
- Krasnoselskii, M.A.; Vainikko, G.M.; Zabreiko, P.P.; Rutitskii, Y.B.; Stetsenko, V.Y. Approximate Solution of Operator Equations; Nauka: Moscow, Germany, 1969. (In Russian) [Google Scholar]
- Beckenbach, E.F.; Bellman, R. Inequalities. Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge; Springer: Berlin/Heidelberg, Germany, 1961; Volume 30. [Google Scholar]
© 2018 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).