Generalizations of Legendre duality


Séminaire Données et Aléatoire Théorie & Applications

28/10/2021 - 14:00 Roland Hildebrand ( Salle 106

Duality is a fundamental concept in optimization. One particular manifestation of duality is the Legendre transform of convex functions. We provide a differential-geometric interpretation of this transform which is amenable to non-trivial generalizations leading to other notions of duality. In particular, we derive a projective version of duality which is adapted to the use in conic programming.