'Envelope Programming' and Conjugate Duality.
Abstract
In a recent paper D. J. White presented a new approach to the problem of minimizing a differentiable convex function over a convex set. The idea begins with describing the convex function as the envelope of its tangent hyperplanes. With this description the given problem is represented in 'min max' form. An appeal to White's minimax theorem then permits one to interchange the extrema and arrive at a dual problem having 'max min' form. In the present paper White's approach is first generalized and analyzed and then related to well-known results in conjugate duality. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1973
- Accession Number
- AD0767128
Entities
People
- L. Mclinden
Organizations
- University of Wisconsin–Madison