Conjugate Duality in Convex Optimization (Lecture Notes in Economics and Mathematical Systems)

This book presents new achievements and results in the theory of conjugate duality for convex optimization problems. The perturbation approach for attaching a dual problem to a primal one makes the object of a preliminary chapter, where also an overview of the classical generalized interior point regularity conditions is given.A central role in the book is played by the formulation of generalized Moreau-Rockafellar formulae and closedness-type conditions, the latter constituting a new class of regularity conditions, in many situations with a wider applicability than the generalized interior point ones. The reader also receives deep insights into biconjugate calculus for convex functions, the relations between different existing strongduality notions, but also into several unconventional Fenchel duality topics. The final part of the book is consecrated to the applications of the convex duality theory in the field of monotone operators.