'Envelope Programming' and Conjugate Duality.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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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 Whites minimax theorem then permits one to interchange the extrema and arrive at a dual problem having max min form. In the present paper Whites approach is first generalized and analyzed and then related to well-known results in conjugate duality. Author
- Operations Research