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arXiv · 1201.0346

Structural results on convexity relative to cost functions

Flavia Corina Mitroi·Daniel Alexandru Ion
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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.

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Flavia Corina Mitroi, Daniel Alexandru Ion. 2012-01-01. Structural results on convexity relative to cost functions. https://doi.org/10.1007/s00010-012-0129-y

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