An extension of Fenchel’s duality theorem to saddle functions and dual minimax problems
An extension of Fenchel’s duality theorem to saddle functions and dual minimax problems
FencheΓs Duality Theorem (or more precisely, Rockafellar's extension of it) is extended here from the context of convex functions and dual convex extremum problems to that of saddle functions and dual minimax problems.The paper is written in the spirit of mathematical programming.Inequalities between optimal values are established, stable optimal solutions …