Convex optimization problem:
Minimize
The goal is to minimize,
$\sum{|y-x|^2}$,
such that,
a] K-L divergence between probability distributions for x and y, is maximum i.e. D(p(y)||q(x)) is maximum
b] $\sum{y} < \alpha$, where $\alpha$ is constant.
c] x,y < $\beta$
How can I approach this problem?

