Duality theory for convex/quasiconvex functions and its application to optimization
In this paper an intuitive and geometric approach is presented explaining the basic ideas of convex/quasiconvex analysis and its relation to duality theory. As such, this paper does not contain new results but serves as a hopefully easy introduction to the most important results in duality theory for convex/quasiconvex functions on locally convex real topological vector spaces. Moreover, its connection to optimization is also discussed.
|dual problem, duality theory, perturbation function, convex case, quasiconvex function|
|Lecture Notes in Economics and Mathematical Systems|
|Organisation||Erasmus School of Economics|
Frenk, J.B.G, Dias, D.M.L, & Gromicho, J.A.S. (1994). Duality theory for convex/quasiconvex functions and its application to optimization. In Generalized Convexity. Lecture Notes in Economics and Mathematical Systems. (pp. 153–170). doi:10.1007/978-3-642-46802-5_14