February 2014
Intermediate to advanced
300 pages
11h 15m
English
Content preview from Iterative Optimization in Inverse Problems
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Chapter 17
Fenchel Duality
17.1 The Legendre-Fenchel Transformation ........................... 233
17.1.1 The Fenchel Conjugate .................................. 233
17.1.2 The Conjugate of the Conjugate ........................ 234
17.1.3 Some Examples of Conjugate Functions ................ 235
17.1.4 Infimal Convolution Again .............................. 236
17.1.5 Conjugates and Sub-gradients ........................... 237
17.1.6 The Conjugate of a Concave Function .................. 237
17.2 Fenchel’s Duality Theorem ....................................... 238
17.2.1 Fenchel’s Duality Theorem: Differentiable Case ........ 239
17.2.2 Optimization ...
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