Timeline for Question on convex optimization and dual norms
Current License: CC BY-SA 3.0
4 events
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| Oct 28, 2013 at 14:33 | comment | added | Suvrit | Actually Dirk, on pg. 136, Rockafellar describes that how the notion of polars can be extended to the larger class of functions cited in the theorem above. That said, for the usual notion with positive homogeneity, Thm. 15.1 suffices. (also @Alice: the proof of Thm. 15.1 is quite simple, if you have access to the book, please check it out) | |
| Oct 28, 2013 at 7:27 | comment | added | Dirk | To speak of polar functions, don't you need that the functions are positively homogeneous? | |
| Oct 27, 2013 at 22:17 | comment | added | Alice | Is there another method to prove this? | |
| Oct 27, 2013 at 22:06 | history | answered | Suvrit | CC BY-SA 3.0 |