Aequationes mathematicae

, Volume 85, Issue 1–2, pp 119–130 | Cite as

Structural results on convexity relative to cost functions

Article

Abstract

Mass transportation problems appear in various areas of mathematics, their solutions involving cost convex potentials. Fenchel duality also represents an important concept for a wide variety of optimization problems, both from the theoretical and the computational viewpoints. We drew a parallel to the classical theory of convex functions by investigating the cost convexity and its connections with the usual convexity. We give a generalization of Jensen’s inequality for c-convex functions.

Mathematics Subject Classification

26A51 

Keywords

Cost function cost subdifferential cost convex function Jensen inequality Fenchel transform 

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Copyright information

© Springer Basel AG 2012

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of CraiovaCraiovaRomania

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