Fenchel-Moreau and Primal/Dual Optimization Problems: Difference between revisions
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The Fenchel-Moreau Theorem is a fundamental result in convex analysis, characterizing the class of functions for which a function equals its biconjugate. A key consequence of this theorem is the equivalence of ''primal'' and ''dual'' optimization problems. | The Fenchel-Moreau Theorem is a fundamental result in convex analysis, characterizing the class of functions for which a function equals its biconjugate. A key consequence of this theorem is the equivalence of ''primal'' and ''dual'' optimization problems. | ||
==Background on Conjugate Functions== | |||
Given a normed vector space <math>X</math> and | |||
<ref name="Brezis" /> | <ref name="Brezis" /> | ||
Revision as of 22:17, 7 April 2020
The Fenchel-Moreau Theorem is a fundamental result in convex analysis, characterizing the class of functions for which a function equals its biconjugate. A key consequence of this theorem is the equivalence of primal and dual optimization problems.
Background on Conjugate Functions
Given a normed vector space and
[1]
References
- ↑ H. Brezis, Functional Analysis.