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# Convex analysis treated by linear programming

@article{Duffin1973ConvexAT, title={Convex analysis treated by linear programming}, author={Richard James Duffin}, journal={Math. Program.}, year={1973}, volume={4}, pages={125-143} }

- Published 1973 in Math. Program.
DOI:10.1007/BF01584656

The theme of this paper is the application of linear analysis to simplify and extend convex analysis. The central problem treated is the standard convex program -minimize a convex function subject to inequality constraints on other convex functions. The present approach uses the support planes of the constraint region to transform the convex program into an equivalent linear program. Then the duality theory of infinite linear programming shows how to construct a new dual program of bilinear… CONTINUE READING

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