We consider the classical duality operators for convex objects such as the polar of a convex set containing the origin, the dual norm, the Fenchel-transform of a convex function and the conjugate of a convex cone. We give a new, sharper, unified treatment of the theory of these operators, deriving generalized theorems of Hahn-Banach, Fenchel-Moreau and Dubovitsky-Milyutin for the conjugate of convex cones in not necessarily finite dimensional vector spaces and hence for all the other duality operators of convex objects.

Tinbergen Institute Discussion Paper Series , Econometric Institute Research Papers
Erasmus School of Economics

Brinkhuis, J, & Tikhomirov, V. (2001). On the Duality Theory of Convex Objects (No. EI 2001-15). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/6848