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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2007 Volume 198, Number 2, Pages 29–66 (Mi sm1503)

This article is cited in 2 papers

Duality and calculus of convex objects (theory and applications)

J. Brinkhuisa, V. M. Tikhomirovb

a Erasmus University, Econometric Institute
b M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: A new approach to convex calculus is presented, which allows one to treat from a single point of view duality and calculus for various convex objects. This approach is based on the possibility of associating with each convex object (a convex set or a convex function) a certain convex cone without loss of information about the object. From the duality theorem for cones duality theorems for other convex objects are deduced as consequences. The theme ‘Duality formulae and the calculus of convex objects’ is exhausted (from a certain precisely formulated point of view).
Bibliography: 5 titles.

UDC: 517

MSC: Primary 52Axx; Secondary 46A55, 90C05

Received: 20.01.2006 and 15.09.2006

DOI: 10.4213/sm1503


 English version:
Sbornik: Mathematics, 2007, 198:2, 171–206

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