Convex duality and calculus. Theory and applications
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Convex duality and calculus. Theory and applications. Vladimir Tikhomirov. Faculty of Mechanics and Mathematics. Moscow State University. Moscow, Russia …
Website: www.math.technion.ac.il | Filesize: 24kb
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Convex duality and calculus.
Theory and applications
Vladimir Tikhomirov
Faculty of Mechanics and Mathematics
Moscow State University
Moscow, Russia
The aim of the lecture is to present a unified approach to the duality and
calculus for various convex objects. It is based on the possibility to associate
to each convex object (a convex set and a convex function) a certain cone,
without loss of information. In this way all duality relations and calculus
formulas for dual objects, including some novel formulas, can be reduced to
the duality and calculus for cones. Some applications of this approach will
be demonstrated.
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