On Extension of Fenchel Duality and its Application
Guoyin Li, Ng Kung Fu · SIAM Journal on Optimization · 2008
By considering the epigraphs of conjugate functions, we extend the Fenchel duality, applicable to a (possibly infinite) family of proper lower semicontinuous convex functions on a Banach space. Applications are given in providing fuzzy KKT conditions for semi-infinite programming.