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The aim of this paper is to make a contribution to the investigation of the roots and essence of convex analysis, and to the development of the duality formulas of convex calculus. This is done by means of one single method: firstly conify, then work with the calculus of convex cones, which...
Persistent link: https://www.econbiz.de/10004972246
This paper considers the problem of minimizing a linear function over the intersection of an affine space with a closed convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present examples to illustrate these properties. In particular,...
Persistent link: https://www.econbiz.de/10008484094
This paper presents a unified study of duality properties for the problem of minimizing a linear function over the intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some new duality properties are established. Examples are...
Persistent link: https://www.econbiz.de/10008484096
This paper attempts to extend the notion of duality for convex cones, by basing it on a predescribed conic ordering and a fixed bilinear mapping. This is an extension of the standard definition of dual cones, in the sense that the nonnegativity of the inner-product is replaced by a pre-specified...
Persistent link: https://www.econbiz.de/10008584754
We consider the classical duality operators for convex objects such as the polar of a convex set containing the origin, the dual norm, the Fenchel-transform of a convex function and the conjugate of a convex cone. We give a new, sharper, unified treatment of the theory of these operators,...
Persistent link: https://www.econbiz.de/10008494038