Convex conjugate

Known as: Fenchel's inquality, Legendre–Fenchel transformation, Convex conjugation 
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation. It is also known… (More)
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Topic mentions per year

Topic mentions per year

1975-2018
051019752018

Papers overview

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2015
2015
Krylov subspace iterative solvers are often the method of choice when solving large sparse linear systems. At the same time… (More)
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2013
2013
We provide a unified framework for the high-dimensional analysis of<lb>“superposition-structured” or “dirty” statistical models… (More)
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2013
2013
We present a new algorithm to compute the Legendre–Fenchel conjugate of convex piecewise linear-quadratic (PLQ) bivariate… (More)
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2013
2013
In this paper we study a variational problem in the space of functions of bounded Hessian. Our model constitutes a… (More)
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2006
2006
Tools from convex analysis are used to show how stability properties and Lyapunov inequalities translate when passing from a… (More)
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Highly Cited
2004
Highly Cited
2004
From a smooth, strictly convex function phi: Rn --> R, a parametric family of divergence function Dphi(alpha) may be introduced… (More)
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2003
2003
A standard finite dimensional nonlinear control system is considered, along with a state constraint set S and a target set Σ. It… (More)
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2003
2003
We study optimal hedging of barrier options using a combination of a static position in vanilla options and dynamic trading of… (More)
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1995
1995
Dedicated to the Memory of Alston S Householder Abstract Let A R n denote an arbitrary matrix If x R and y R are vectors such… (More)
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