Abstract:
Let X be a real linear topological space and Y its conjugate. We denote by ⟨x,y⟩ the value of the linear functional y∈Y on the element x∈X. For real functions f(x) on X we introduce two operations: the ordinary sum
f1(x)+f2(x)
and the convolution
f1⊕f2(x)=infx1+x2=x(f1(x1)+f2(x2)),
and also the transformation associating with f(x) its dual function on Y which is obtained from f(x) by the formula
f∗(y)=supx∈X(⟨x,y⟩−f(x)).
The following propositions hold.
1) The operation ∗ is involutory:
f∗∗=f
if and only if f(x) is a convex function and lower semicontinuous on X.
2) (f1⊕f2)∗=f∗1+f∗2.
3) Under certain additional assumptions
(f1+f2)∗=f∗1⊕f∗2.
These theorems were proved for a finite-dimensional space by Fenchel [93] and in the general case by Moreau [60].
Chapter I is concerned with proving these theorems and generalizations of them.
Chapter II is concerned with their application to mathematical programming and the calculus of variations. Proofs are given of very general duality theorems of mathematical programming and saddle point theorems. Constructions are then given which lead to extensions of optimal control problems, and an existence theorem is proved for these problems.
Chapter III contains an investigation of problems of approximating x∈X and the set C⊂X by an approximating set A⊂X using methods of the theory of duality of convex functions. Duality theorems for some geometric characteristics of sets in X are derived at the end of the chapter.
This publication is cited in the following 77 articles:
A. A. Vasil'eva, “Estimates for the Kolmogorov widths of an intersection of two balls in a mixed norm”, Sb. Math., 215:1 (2024), 74–89
Mo Sodwatana, Saif R. Kazi, Kaarthik Sundar, Adam Brandt, Anatoly Zlotnik, “Locational marginal pricing of energy in pipeline transport of natural gas and hydrogen with carbon offset incentives”, International Journal of Hydrogen Energy, 96 (2024), 574
O. L. Vinogradov, “Kriterii ogranichennosti usrednenii v prostranstvakh Lebega s peremennym pokazatelem na periode”, Issledovaniya po lineinym operatoram i teorii funktsii. 52, Zap. nauchn. sem. POMI, 537, POMI, SPb., 2024, 40–63
A. K. Cherkashin, E. A. Rasputina, “Mathematical and statistical analysis of geo-images for studying the spatial organization of geosystems”, Lomonosov Geography Journal, 79:№5, 2024 (2024), 40
Roman A. Polyak, Springer Optimization and Its Applications, 172, Introduction to Continuous Optimization, 2021, 145
Andrea Bressan, Michael S Floater, Espen Sande, “On best constants in L2 approximation”, IMA Journal of Numerical Analysis, 41:4 (2021), 2830
Roman A. Polyak, Springer Optimization and Its Applications, 172, Introduction to Continuous Optimization, 2021, 11
Rafael Correa, Abderrahim Hantoute, Pedro Pérez-Aros, “Qualification Conditions-Free Characterizations of the $\varepsilon $-Subdifferential of Convex Integral Functions”, Appl Math Optim, 83:3 (2021), 1709
Roman A. Polyak, Springer Optimization and Its Applications, 172, Introduction to Continuous Optimization, 2021, 101
Rafael Correa, Abderrahim Hantoute, Pedro Pérez-Aros, “Subdifferential Calculus Rules for Possibly Nonconvex Integral Functions”, SIAM J. Control Optim., 58:1 (2020), 462
N. Temirgaliev, A. Zh. Zhubanysheva, “Computational (Numerical) diameter in a context of general theory of a recovery”, Russian Math. (Iz. VUZ), 63:1 (2019), 79–86
A. A. Vasileva, “Kolmogorovskie poperechniki klassov Soboleva na otrezke s ogranicheniyami na variatsiyu”, Tr. IMM UrO RAN, 25, no. 2, 2019, 48–66
Yu. V. Malykhin, K. S. Ryutin, “The Product of Octahedra is Badly Approximated in the $\ell_{2,1}$-Metric”, Math. Notes, 101:1 (2017), 94–99
Michael S. Floater, Espen Sande, “Optimal spline spaces of higher degree for L2 n-widths”, Journal of Approximation Theory, 216 (2017), 1
Roman A. Polyak, Springer Optimization and Its Applications, 115, Optimization and Its Applications in Control and Data Sciences, 2016, 437
F. S. Stonyakin, “Sequential analogues of the Lyapunov and Krein–Milman theorems in Fréchet spaces”, Journal of Mathematical Sciences, 225:2 (2017), 322–344
F. S. Stonyakin, “Anti-compacts and their applications to analogs of Lyapunov and Lebesgue theorems in Frechét spaces”, Journal of Mathematical Sciences, 218:4 (2016), 526–548
A.A.. Sherstov, “The Intersection of Two Halfspaces Has High Threshold Degree”, SIAM J. Comput, 42:6 (2013), 2329
Alexander A. Sherstov, “The Pattern Matrix Method”, SIAM J. Comput, 40:6 (2011), 1969
A. Yu. Popov, “Explicit solution for the incommensurable frequency oscillation control problem under limited resource control”, Autom. Remote Control, 69:4 (2008), 597–608