Conjugate Functions for Convex and Nonconvex Duality |
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Authors: | Werner Oettli Dirk Schläger |
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Affiliation: | (1) Lehrstuhl für Mathematik VII, Universität Mannheim, Mannheim, Germany |
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Abstract: | We study conjugate duality with arbitrary coupling functions. Our only tool is a certain support property, which is automatically fulfilled in the two most widely used special cases, namely the case where the underlying space is a topological vector space and the coupling functions are the continuous linear ones, and the case where the underlying space is a metric space and the coupling functions are the continuous ones. We obtain thereby a simultaneous axiomatic extension of these two classical models. Also included is a condition for global optimality, which requires only the mentioned support property. |
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Keywords: | Conjugate functions Duality Global optimality Subdifferential |
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