Abstract
In this paper, we present a generalization of Fenchel’s conjugation and derive infimal convolution formulas, duality and subdifferential (and ε-subdifferential) sum formulas for abstract convex functions. The class of abstract convex functions covers very broad classes of nonconvex functions. A nonaffine global support function technique and an extended sum-epiconjugate technique of convex functions play a crucial role in deriving the results for abstract convex functions. An additivity condition involving global support sets serves as a constraint qualification for the duality.
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Communicated by X.Q. Yang.
Work of Z.Y. Wu was carried out while the author was at the Department of Applied Mathematics, University of New South Wales, Sydney, Australia.
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Jeyakumar, V., Rubinov, A.M. & Wu, Z.Y. Generalized Fenchel’s Conjugation Formulas and Duality for Abstract Convex Functions. J Optim Theory Appl 132, 441–458 (2007). https://doi.org/10.1007/s10957-007-9185-1
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DOI: https://doi.org/10.1007/s10957-007-9185-1