Proof of a Conjecture by Deutsch, Li, and Swetits on Duality of Optimization Problems |
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Authors: | H. H. Bauschke |
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Abstract: | A conjecture of Deutsch, Li, and Swetits on duality relationships among three optimization problems is shown to hold true. The proof relies on a reformulation of one of the problems in a suitable product space, to which then a version of the classical Fenchel duality theorem applies. |
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Keywords: | Convex optimization Fenchel duality |
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