Convex Functions and Duality in Optimization Problems and Dynamics

  • R. T. Rockafellar
Part of the Lecture Notes in Operations Research and Mathematical Economics book series (LNE, volume 11/12)


Everyone is aware of the importance of convex sets in the study of optimization problems. Much of the modern theory of convex functions is less well known, however, and for this reason has not sufficiently been exploited. This is true especially of Fenchel’s theory of conjugacy [11], which ought to be made the vehicle for all results involving duality. Fenchel’s theory and some of its consequences will be described below.


Lagrange Multiplier Convex Function Convex Program Duality Theorem Legendre Transformation 
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© Springer-Verlag Berlin Heidelberg 1969

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  • R. T. Rockafellar

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