Fenchel and Lagrange Duality are Equivalent
A basic result in ordinary (Lagrange) convex programming is the saddlepoint duality theorem concerning optimization problems with convex inequalities and linear-affine equalities satisfying a Slater condition. This note shows that this result is equivalent to the duality theorem of Fenchel.
| Main Author: | |
|---|---|
| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
|
| Online Access: | http://hdl.handle.net/1721.1/5352 |