Fenchel–Moreau identities on convex cones
Annales de la Faculté des sciences de Toulouse : Mathématiques, Serie 6, Volume 33 (2024) no. 2, pp. 287-309.

A pointed convex cone naturally induces a partial order, and further a notion of nondecreasingness for functions. We consider extended real-valued functions defined on the cone. Monotone conjugates for these functions can be defined in an analogous way to the standard convex conjugate. The only difference is that the supremum is taken over the cone instead of the entire space. We give sufficient conditions for the cone under which the corresponding Fenchel–Moreau biconjugation identity holds for proper, convex, lower semicontinuous, and nondecreasing functions defined on the cone. In addition, we show that these conditions are satisfied by a class of cones known as perfect cones.

Un cône convexe pointu induit naturellement un ordre partiel, et de plus une notion de non-décroissance pour les fonctions. Nous considérons des fonctions étendues à valeurs réelles définies sur le cône. Les conjugués monotones de ces fonctions peuvent être définis de manière analogue au conjugué convexe standard. La seule différence est que le supremum est pris sur le cône au lieu de l’espace entier. Nous donnons des conditions suffisantes pour le cône sous lesquelles l’identité de biconjugaison de Fenchel–Moreau correspondante a lieu pour les fonctions propres, convexes, semi-continues inférieures et non décroissantes définies sur le cône. En outre, nous montrons que ces conditions sont satisfaites par une classe de cônes connue sous le nom de cônes parfaits.

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DOI: 10.5802/afst.1771
Classification: 46N10, 52A07
Keywords: Fenchel–Moreau identity, monotone conjugate, cone

Hong-Bin Chen 1; Jiaming Xia 2

1 Courant Institute of Mathematical Sciences, New York University, New York, New York, USA
2 Department of Mathematics, University of Pennsylvania, Philadelphia, Pennsylvania, USA
License: CC-BY 4.0
Copyrights: The authors retain unrestricted copyrights and publishing rights
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Hong-Bin Chen; Jiaming Xia. Fenchel–Moreau identities on convex cones. Annales de la Faculté des sciences de Toulouse : Mathématiques, Serie 6, Volume 33 (2024) no. 2, pp. 287-309. doi : 10.5802/afst.1771. https://afst.centre-mersenne.org/articles/10.5802/afst.1771/

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