Strong Fenchel Duality
Abstract
Fenchel's Duality Theorem concerns the problem of minimizing the difference of a convex function f and a concave function g. The duality resides in the connection between the above primal problem and the dual problem of minimizing the difference of the concave conjugate g* and the convex conjugate f*. In general a duality gap may exist between the two problems unless some regularity condition is imposed. Here a family of different duals is suggested for which a duality gap does not exist.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1974
- Accession Number
- ADA002923
Entities
People
- A. Ben-tal
Organizations
- University of Texas at Austin