Conjugate duality for convex programs: A geometric development (Q1113806)
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English | Conjugate duality for convex programs: A geometric development |
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Conjugate duality for convex programs: A geometric development (English)
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1989
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This expository note develops \textit{R. T. Rockafellar}'s conjugate-duality theory for convex programs [in: Math. Decision Sci., Proc. 5th Summer Sem. Stanford 1967, Part 1 (Lect. Appl. Math. 11), 401-422 (1968; Zbl 0231.90037), and ``Convex Analysis'' (1970; Zbl 0193.184), pp. 314-319] using \textit{F. J. Gould}'s geometric formulation of the dual program [Cah. Centre Etud. Rech. Oper. 14, 196-212 (1972; Zbl 0272.90066)]. This approach makes the duality theory transparent geometrically and motivates the use of conjugate functions.
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conjugate-duality theory
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convex programs
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