Duality theory for convex/quasiconvex functions and its application to optimization

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Abstract

In this paper an intuitive and geometric approach is presented explaining the basic ideas of convex/quasiconvex analysis and its relation to duality theory. As such, this paper does not contain new results but serves as a hopefully easy introduction to the most important results in duality theory for convex/quasiconvex functions on locally convex real topological vector spaces. Moreover, its connection to optimization is also discussed.

On leave from FCTUC (Universidade de Coimbra, Portugal). This work was supported by the Erasmus Program.
Author on leave from D.E.I.O. (Universidade de Lisboa, Portugal). This research was supported by J.N.I.C.T. (Portugal) under contract number BD/631/90-RM.