Accession Number:

ADA002923

Title:

Strong Fenchel Duality

Descriptive Note:

Research rept.

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

Report Date:

1974-10-01

Pagination or Media Count:

29.0

Abstract:

Fenchels 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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE