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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?

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convex optimization problem

Convex optimization problem:

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 < $\beta$