All Questions
Tagged with duality convex-analysis
6 questions with no upvoted or accepted answers
5
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346
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Weak to weak$^*$ continuity of the duality mapping
Let $X$ be a uniformly convex and uniformly smooth Banach space. We consider the duality mapping $J_p^X$ defined as the sub-gradient $\partial (\frac1p\|\cdot\|^p)$. Is there a characterisation of the ...
3
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0
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102
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Legendre transform on signed measure space
Let $X$ be an open set in $\mathbb{R}^n$ and $M(X)$ be the space of finite signed measures defined on $X$. $L(p)$ is a lower-semicontinuous convex functional defined on $M(X)$. My question is: (1) ...
2
votes
0
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51
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Conjugate of composition in Bochner spaces
Let $H$ be a separable Hilbert space (of non-zero dimension), let $(\Omega,\Sigma,\mu)$ be a finite measure space, and let $L^2(\mu;H)$ be the Bochner-space $\mu$-integrable $H$-valued functions. ...
2
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110
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A strong duality for convex functional optimization that admits Lipschitz continuity constraints?
Problem Statement
I am looking for formal proof---hopefully textbook material---of two items:
an analogue to Slater's condition [1] that obtains strong duality for optimization of convex functionals; ...
2
votes
0
answers
42
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Dual representation of problems involving $f$-divergences
Studying some problems arising in decision-making under model uncertainty, I'm led to consider the following problems.
Let $\mathbb E_P$ and $\mathbb V_P$ denote the expectation and variance ...
1
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0
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303
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Continuity of the Legendre transform of a Lipschitz function
Let $p > 1$, $f$ defined on $L^p(\mathbb{R}^n,\mathbb{R})$, locally Lipschitz and concave, with $f(x) = 0$ when $x \geq 0$ a.e. We define, with $q$ dual to $p$, for any $y\in L^q$ , $g(y) := \sup_{...