On Extension of Fenchel Duality and its Application | Zendy

Guoyin Li | Zendy; Ng Kung Fu | Zendy

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On Extension of Fenchel Duality and its Application

Author(s) -

Guoyin Li,

Ng Kung Fu

Publication year - 2008

Publication title -

siam journal on optimization

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.066

H-Index - 136

eISSN - 1095-7189

pISSN - 1052-6234

DOI - 10.1137/080716803

Subject(s) - mathematics , duality (order theory) , karush–kuhn–tucker conditions , banach space , extension (predicate logic) , strong duality , fenchel's duality theorem , duality gap , pure mathematics , convex conjugate , regular polygon , semi infinite programming , subderivative , weak duality , convex optimization , mathematical optimization , optimization problem , geometry , computer science , programming language

By considering the epigraphs of conjugate functions, we extend the Fenchel duality, applicable to a (possibly infinite) family of proper lower semicontinuous convex functions on a Banach space. Applications are given in providing fuzzy KKT conditions for semi-infinite programming.

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