Extension of Fenchel's duality theorem for convex functions

DOI10.1215/S0012-7094-66-03312-6zbMath0138.09301MaRDI QIDQ2521853

R. Tyrrell Rockafellar

Publication date: 1966

Published in: Duke Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

functional analysis

Related Items (93)

A survey of vector optimization in infinite-dimensional spaces. II ⋮ Some conjugation formulas and subdifferential formulas of convex analysis revisited ⋮ Strict convex regularizations, proximal points and augmented lagrangians ⋮ ON THE GENERAL ONE-DIMENSIONAL XY MODEL: POSITIVE AND ZERO TEMPERATURE, SELECTION AND NON-SELECTION ⋮ Harmonic maps with defects ⋮ Calculus rules for global approximate minima and applications to approximate subdifferential calculus ⋮ Duality for the sum of convex functions in general normed spaces ⋮ An answer to S. Simons' question on the maximal monotonicity of the sum of a maximal monotone linear operator and a normal cone operator ⋮ Symmetrized Separable Convex Programming ⋮ Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data ⋮ Maximal monotonicity, conjugation and the duality product ⋮ Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation ⋮ Economic equilibrium problems in reflexive Banach spaces ⋮ Level Sets and Continuity of Conjugate Convex Functions ⋮ NUMERICAL APPROXIMATION OF CONTROLLABILITY OF TRAJECTORIES FOR EULER–BERNOULLI THERMOELASTIC PLATES ⋮ Generalized positive sets and abstract monotonicity ⋮ Quasi-concave density estimation ⋮ Some Functional Analytic Tools for Utility Maximization ⋮ Weak Fenchel and weak Fenchel-Lagrange conjugate duality for nonconvex scalar optimization problems ⋮ Linear \(L\)-positive sets and their polar subspaces ⋮ Continuous dependence on the data in abstract control problems ⋮ Linear inverse problems with nonnegativity constraints: singularity of optimisers ⋮ Unnamed Item ⋮ Strong Convergence of Trajectories via Inertial Dynamics Combining Hessian-Driven Damping and Tikhonov Regularization for General Convex Minimizations ⋮ Infimal convolution, \( c \)-subdifferentiability, and Fenchel duality in evenly convex optimization ⋮ Convergence analysis of approximation formulas for analytic functions via duality for potential energy minimization ⋮ Maximization of lower semi-continuous convex functionals on bounded subsets of locally convex spaces. II: Quasi-Lagrangian duality theorems ⋮ The Brezis-Browder theorem in a general Banach space ⋮ A note on utility maximization with unbounded random endowment ⋮ A stand-alone analysis of quasidensity ⋮ The sum of a maximal monotone operator of type (FPV) and a maximal monotone operator with full domain is maximal monotone ⋮ Multivariate truncated moments problems and maximum entropy ⋮ On economic equilibrium type problems with applications ⋮ The sum of a maximally monotone linear relation and the subdifferential of a proper lower semicontinuous convex function is maximally monotone ⋮ Polar subspaces and automatic maximality ⋮ Applications of variable discounting dynamic programming to iterated function systems and related problems ⋮ Utility maximization problem in the case of unbounded endowment ⋮ Multiobjective duality for convex semidefinite programming problems ⋮ On the Maximality of Sums of Nonlinear Monotone Operators ⋮ Applications of convex analysis within mathematics ⋮ \(\varepsilon \)-subdifferential as an enlargement of the subdifferential ⋮ On the local geometry of maps with c-convex potentials ⋮ Convergence et relaxation de fonctionnelles du calcul des variations à croissance linéaire. Application à l'homogénéisation en plasticité ⋮ Lipschitz continuity of convex functions ⋮ A characterization of maximin tests for two composite hypotheses ⋮ Path dependent optimal transport and model calibration on exotic derivatives ⋮ Quasidense monotone multifunctions ⋮ Pareto optimality and Walrasian equilibria ⋮ SSDB spaces and maximal monotonicity ⋮ Extensions of functions of 0-1 variables and applications to combinatorial optimization ⋮ A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces. ⋮ Verallgemeinerte Differenzierbarkeitsbegriffe und ihre Anwendung in der Optimierungstheorie ⋮ The asymptotic behavior of the composition of two resolvents ⋮ A duality theorem for a convex programming problem in order complete vector lattices ⋮ Fenchel duality, Fitzpatrick functions and the Kirszbraun–Valentine extension theorem ⋮ Continuity of the Fenchel Transform of Convex Functions ⋮ Maximal abstract monotonicity and generalized Fenchel's conjugation formulas ⋮ Negative entropy, zero temperature and Markov chains on the interval ⋮ Stochastic convex programming: Kuhn-Tucker conditions ⋮ Isometries for the Legendre-Fenchel Transform ⋮ Euclidean forward-reverse Brascamp-Lieb inequalities: finiteness, structure, and extremals ⋮ A duality theorem for nondifferentiable convex programming with operatorial constraints ⋮ The Hahn–Banach–Lagrange theorem ⋮ Affine minorants minimizing the sum of convex functions ⋮ Unnamed Item ⋮ Minimizing a convex combination of the overshoot and undershoot ⋮ Duality in nonconvex vector optimization ⋮ Some new applications of the Fenchel-Rockafellar duality theorem: Lagrange multiplier theorems and hyperplane theorems for convex optimization and best approximation ⋮ Testing hypotheses for measures with different masses: Four optimization problems ⋮ A Fenchel-Rockafellar type duality theorem for maximization ⋮ Sur les programmes convexes definis dans des espaces vectoriels topologiques ⋮ Conjugate convex functions in optimal control and the calculus of variations ⋮ Conjugate convex functions, duality, and optimal control problems. I: Systems governed by ordinary differential equations ⋮ Opérateurs monotones non linéaires dans les espaces de Banach non réflexifs. (Nonlinear monotone operators on nonreflexive Banach spaces) ⋮ Duality in extremal problems ⋮ Conjugate functions and subdifferentials in nonnormed situations for operators with complete graphs ⋮ Convergence of a distributed method for minimizing sum of convex functions with fixed point constraints ⋮ The FM and BCQ Qualifications for Inequality Systems of Convex Functions in Normed Linear Spaces ⋮ On the continuity of the Young-Fenchel transform ⋮ Application of duality theory to a class of composite cost control problems ⋮ Dual variational inequalities ⋮ A Fenchel–Rockafellar duality theorem for set-valued optimization ⋮ Abschätzungen bei Variationsmethoden mit Hilfe von Dualitätssätzen. I ⋮ Abschätzungen bei Variationsmethoden mit Hilfe von Dualitätssätzen. II ⋮ 'Envelope programming' and conjugate duality ⋮ Continuous Fréchet differentiability of the Moreau envelope of convex functions on Banach spaces ⋮ Nonanticipativity in stochastic programming ⋮ Fenchel-Rockafellar type duality for a non-convex non-differential optimization problem ⋮ A generalization of Fenchel duality theory ⋮ Optimal control of piecewise deterministic markov process ⋮ Asset pricing for general processes ⋮ Conjugate convex operators ⋮ Constrained nonsmooth utility maximization on the positive real line

This page was built for publication: Extension of Fenchel's duality theorem for convex functions