On Extension of Fenchel Duality and its Application

Authors:
Li Guoyin;Ng Kung Fu
Affiliations:
gyli@math.cuhk.edu.hk and kfng@math.cuhk.edu.hk;-
Venue:
SIAM Journal on Optimization
Year:
2008

Citing 0
Cited 3

On the Asymptotically Well Behaved Functions and Global Error Bound for Convex Polynomials

SIAM Journal on Optimization
Strong Duality in Robust Convex Programming: Complete Characterizations

SIAM Journal on Optimization
A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty

Operations Research Letters

Quantified Score

Hi-index	0.00

Visualization

Abstract

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.