Symbolic Fenchel conjugation
成果类型：
Article; Proceedings Paper
署名作者：
Borwein, Jonathan M.; Hamilton, Chris H.
署名单位：
Dalhousie University
刊物名称：
MATHEMATICAL PROGRAMMING
ISSN/ISSBN：
0025-5610
DOI：
10.1007/s10107-007-0134-4
发表日期：
2009
页码：
17-35
关键词：
摘要：
Of key importance in convex analysis and optimization is the notion of duality, and in particular that of Fenchel duality. This work explores improvements to existing algorithms for the symbolic calculation of subdifferentials and Fenchel conjugates of convex functions defined on the real line. More importantly, these algorithms are extended to enable the symbolic calculation of Fenchel conjugates on a class of real-valued functions defined on the real line. More importantly, these algorithms are extended to enable the symbolic calculation of Fenchel conjugates on a class of real-valued functions defined on R-n. These algorithms are realized in the form of the Maple package SCAT.