All Questions
Tagged with duality convex-analysis
10 questions
5
votes
0
answers
346
views
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 ...
- 799
3
votes
0
answers
102
views
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) ...
- 325
2
votes
0
answers
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
votes
0
answers
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 ...
- 6,853
1
vote
1
answer
55
views
From relative convexity to modulus of continuity estimates for the dual gradient mapping
Let $F: \mathbf{R}^d \to \mathbf{R}$ be a convex function, let $m > 0$, and define $Q_m: \mathbf{R}^d \to \mathbf{R}$ to be the mapping $x \mapsto \frac{m}{2} \| x \|_2^2$. One says that $F$ is $m$-...
- 801
1
vote
1
answer
89
views
Legendre transformation of vector valued function
Good afternoon. Is there any generalisation of Legendre--Fenchel transformation to the vector-valued functions $f: \mathbb{R}^n \to \mathbb{R}^n$?
1
vote
0
answers
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_{...
- 31
1
vote
1
answer
75
views
Calculate $k:=\sup\left\{\left\|\theta\right\|_{*} \: |\: \ell^{*}(\theta)<\infty\right\}$ for a special $\ell$ function
We consider the function $\ell:\mathbb{R}^{m}\rightarrow \mathbb{R}$ given by
$$\ell(\xi):=-\max\left\{-\left\langle x,\xi\right\rangle+10 \tau, -51\left\langle x,\xi\right\rangle -40\tau \right\}$$
...
- 159
-2
votes
1
answer
594
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Is dual cone unique? [closed]
Suppose we have the following relationship, note that $A,B,C$ are closed convex matrix cones,
$A^\ast=C,$
$B^\ast=C,$
can we state that $A=B$? Is the dual cone of a cone is unique?
the definition ...
- 187