Meetings with Lambert W and Other Special Functions in Optimization and Analysis

@inproceedings{Borwein2016MeetingsWL,
  title={Meetings with Lambert W and Other Special Functions in Optimization and Analysis},
  author={Jonathan M. Borwein},
  year={2016}
}
We remedy the under-appreciated role of the Lambert W function in convex analysis and optimization. We first discuss the role of little-known special functions in optimization and then illustrate the relevance of W in a series problem posed by Donald Knuth. We then provide a basic overview of the convex analysis of W and go on to explore its role in duality theory where it appears quite naturally in the closed forms of the convex conjugates for certain functions. We go on to discover a useful… CONTINUE READING