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In [[convex analysis]], the '''Fenchel–Moreau theorem''' or '''Fenchel biconjugation theorem''' (or just '''biconjugation theorem''') is a [[theorem]] which gives [[necessary and sufficient conditions]] for a function to be equal to its [[biconjugate]]. This is in contrast to the general property that for any function <math>f^{**} \leq f</math>.<ref name="BorweinLewis">{{cite book |last1=Borwein |first1=Jonathan |authorlink1=Jonathan Borwein|last2=Lewis |first2=Adrian |title=Convex Analysis and Nonlinear Optimization: Theory and Examples| edition=2 |year=2006 |publisher=Springer |isbn=9780387295701|pages=76–77}}</ref><ref name="Zalinescu">{{cite book |last=Zălinescu |first=Constantin |title=Convex analysis in general vector spaces |publisher=World Scientific Publishing Co., Inc. |isbn=981-238-067-1 |mr=1921556 |issue=J |year=2002 |location=River Edge, NJ |pages=75–79}}</ref> This can be seen as a generalization of the [[bipolar theorem]].<ref name="BorweinLewis"/> It is used in [[duality (optimization)|duality theory]] to prove [[strong duality]] (via the [[perturbation function]]). | |||
== Statement of theorem == | |||
Let <math>(X,\tau)</math> be a [[Hausdorff space|Hausdorff]] [[locally convex space]], for any [[extended real]] valued function <math>f: X \to \mathbb{R} \cup \{\pm \infty\}</math> it follows that <math>f = f^{**}</math> if and only if one of the following is true | |||
# <math>f</math> is a [[proper convex function|proper]], [[lower semi-continuous]], and [[convex function]], | |||
# <math>f \equiv +\infty</math>, or | |||
# <math>f \equiv -\infty</math>.<ref name="BorweinLewis"/><ref>{{cite jstor|2047532}}</ref><ref>{{cite journal|title=A generalization of the Fenchel–Moreau theorem|author=Shozo Koshi|author2=Naoto Komuro|journal=<abbr title="Proceedings of the Japan Academy, Series A Mathematical Sciences">Proc. Japan Acad. Ser. A Math. Sci.</abbr>|volume=59|issue=5|year=1983|pages=178–181}}</ref> | |||
== References == | |||
{{Reflist}} | |||
{{DEFAULTSORT:Fenchel-Moreau theorem}} | |||
[[Category:Convex analysis]] | |||
[[Category:Mathematical theorems]] | |||
{{mathanalysis-stub}} |
Latest revision as of 16:01, 15 November 2013
In convex analysis, the Fenchel–Moreau theorem or Fenchel biconjugation theorem (or just biconjugation theorem) is a theorem which gives necessary and sufficient conditions for a function to be equal to its biconjugate. This is in contrast to the general property that for any function .[1][2] This can be seen as a generalization of the bipolar theorem.[1] It is used in duality theory to prove strong duality (via the perturbation function).
Statement of theorem
Let be a Hausdorff locally convex space, for any extended real valued function it follows that if and only if one of the following is true
- is a proper, lower semi-continuous, and convex function,
- , or
- .[1][3][4]
References
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