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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)

Abstract

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.

Keywords

Lagrange Multiplier Convex Function Convex Program Duality Theorem Legendre Transformation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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© Springer-Verlag Berlin Heidelberg 1969

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  • R. T. Rockafellar

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