On a functional operation generating convex functions, part 1:: Duality

被引:19
作者
Maréchal, P [1 ]
机构
[1] Univ Montpellier 2, Dept Math, Montpellier, France
关键词
convexity; Fenchel conjugacy;
D O I
10.1007/s10957-005-2667-0
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The function f Delta g : (x, y) bar right arrow g( y) f ( x/ g( y)), y is an element of dom g, is jointly convex provided f is convex and nonpositive at the origin and provided g is concave and nonnegative on its effective domain. Its convex conjugate combines the convex conjugates of f and - g by means of the same composition law. The effective domain of f Delta g is then studied, which will prove to be useful in Part 2 of this paper (algebraic properties, Ref. 1).
引用
收藏
页码:175 / 189
页数:15
相关论文
共 3 条
[1]  
Hiriart-Urruty J. B., 1996, CONVEX ANAL MINIMIZA, V305
[2]  
MARECHAL P, 2005, J OPTIMIZATION THEOR, V126
[3]  
Rockafellar, 2015, CONVEX ANAL