Structural results on convexity relative to cost functions
Classical Analysis and ODEs
2012-10-16 v1
Abstract
Mass transportation problems appear in various areas of mathematics, their solutions involving cost convex potentials. Fenchel duality also represents an important concept for a wide variety of optimization problems, both from the theoretical and the computational viewpoints. We drew a parallel to the classical theory of convex functions by investigating the cost convexity and its connections with the usual convexity. We give a generalization of Jensen's inequality for cost convex functions.
Cite
@article{arxiv.1201.0346,
title = {Structural results on convexity relative to cost functions},
author = {Flavia Corina Mitroi and Daniel Alexandru Ion},
journal= {arXiv preprint arXiv:1201.0346},
year = {2012}
}
Comments
10 pages