Fenchel Duality
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Date
2015-10-03
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Addis Ababa University
Abstract
On this project we will see Fenchel Duality.If the function is convex and di er-
entiable every where,then we can nd the minimizer by setting the derivative
to zero. If the function is convex but not di erentiable, then we need more
advanced theory. Fenchel duality is one such theory. So on this project we
will see how to solve such kind of optimization functions/problems.
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Keywords
Euclidean Space, Optimality Conditions, Sublinear Function, Fenchel Duality