On Extension of Fenchel Duality and its Application

By considering the epigraphs of conjugate functions, we extend the Fenchel duality, applicable to a (possibly infinite) family of proper lower semicontinuous convex functions on a Banach space. Applications are given in providing fuzzy KKT conditions for semi-infinite programming. Key words. Fenchel duality, epigraph, KKT conditions, semi-infinite programming. AMS subject classifications. Primary, 90C34; 90C25 Secondary, 52A07; 41A29; 90C46

• Type: Journal
• Year: 2008
• Where: SIAMJO
• Authors: Anhua Lin, Guoyin Li, Kung Fu Ng
• Keywords: Fenchel Duality, KKT Conditions, Semi-Infinite Programming, SIAMJO 2008