×

Conjugate convex functions without infinity. (English) Zbl 1466.46073

Let \(E\) be a real Banach space and let \(\overline{B}_{r}(E)\) be the closed ball of radius \(r\) around the origin in \(E\). The \(I\)-conjugate of a bounded below function \(f:\overline{B}_{r}(E)\rightarrow\mathbb{R}\) is defined via the formula \(f^{I}(x^{\ast})=\sup\left\{ x^{\ast}(x)-f(x):x\in\overline{B} _{r}(E)\right\} \) for \(x^{\ast}\in\overline{B}_{r}(E^{\ast}).\) By this restriction of the domain through which \(x\) runs, the \(I\)-conjugate will never take the value \(+\infty\). The paper under review describes the properties of the corresponding Legendre-Fenchel transformation \(f\mapsto f^{I},\) that maps the set \(\mathcal{F}_{r}(E)\) (of all \(r\)-Lipschitz continuous convex functions defined on \(\overline{B}_{r}(E))\) into \(\mathcal{F}_{r}(E^{\ast}).\) This is an involution in the sense that \((f^{I})^{I}|_{\overline{B}_{r}(E)}=f\) for all function \(\mathcal{F}_{r}(E).\) Among the many results proved by the author, we mention here the analogues of the Fenchel duality theorem (Theorem 3.4 in the text) and the duality theorem à la Artstein-Avidan and Milman (Theorem 6.2).

MSC:

46N10 Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
49N15 Duality theory (optimization)
26B25 Convexity of real functions of several variables, generalizations
52A41 Convex functions and convex programs in convex geometry

References:

[1] S. Artstein-Avidan, V. Milman:A characterization of the concept of duality, Electronic Res. Announc. Math. Sci. 14 (2007) 42-59. · Zbl 1140.52300
[2] G. Beer:On the Young-Fenchel transform for convex functions, Proc. Amer. Math. Soc. 104 (1988) 1115-1123. · Zbl 0691.46006
[3] H. Brezis:Functional Analysis, Sobolev Spaces and Partial Differential Equations, Springer, Berlin (2011). · Zbl 1220.46002
[4] K. Fan:Fixed point and minimax theorems in locally convex topological linear spaces, Proc. Nat. Acad. Sci. USA 38 (1952) 121-126. · Zbl 0047.35103
[5] W. Fenchel:On conjugate convex functions, Canad. J. Math. 1 (1949) 73-77. · Zbl 0038.20902
[6] S. Kakutani:A generalization of Brouwer’s fixed point theorem, Duke Math. J. 8 (1941) 457-459. · JFM 67.0742.03
[7] J. J. Moreau:Proximité et dualité dans un espace Hilbertien, Bull. Soc. Math. France 93 (1965) 273-299. · Zbl 0136.12101
[8] J. J. Moreau:Fonctionnelles convexes, Seminairé Leray, Collège de France (1966).
[9] U. Mosco:On the continuity of the Young-Fenchel transform, J. Math. Anal. Appl. 35 (1971) 518-535. · Zbl 0253.46086
[10] R. R. Phelps:Convex Functions, Monotone Operators and Differentiability, Lecture Notes in Mathematics 1364, Springer, New York (1989). · Zbl 0658.46035
[11] R. T. Rockafellar:Conjugates and Legendre transforms of convex functions, Canad. J. Math. 19 (1967) 200-205. · Zbl 0145.06406
[12] R. T. Rockafellar:Convex Analysis, Princeton Landmarks in Mathematics, Princeton University Press, Princeton (1970). · Zbl 0193.18401
[13] C.
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.