A Fenchel-Rockafellar type duality theorem for maximization
- 1 January 1979
- journal article
- research article
- Published by Cambridge University Press (CUP) in Bulletin of the Australian Mathematical Society
- Vol. 20 (2) , 193-198
- https://doi.org/10.1017/s0004972700010844
Abstract
We prove that sup(f-h)(E) = sup(h*-f*)(E*), where f is a proper lower semi-continuous convex functional on a real locally convex space E, h: E → = [-∞, +∞] is an arbitrary-functional and, f*, h* are their convex conjugates respectively. When h = δG, the indicator of a bounded subset G of E, this yields a formula for sup f(G).Keywords
This publication has 3 references indexed in Scilit:
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- Extension of Fenchel’ duality theorem for convex functionsDuke Mathematical Journal, 1966