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Abstract

Of central importance in convex analysis are conditions guaranteeing that the conjugate of a sum is the infimal convolution of the conjugates. The main result in this direction is a theorem due to Attouch and Brézis. In turn, it gives rise to the Fenchel–Rockafellar duality framework for convex optimization problems.

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  1.  _________ , Convex Analysis, Princeton University Press, Princeton, NJ, 1970.

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Bauschke, H.H., Combettes, P.L. (2017). Fenchel–Rockafellar Duality. In: Convex Analysis and Monotone Operator Theory in Hilbert Spaces. CMS Books in Mathematics. Springer, Cham. https://doi.org/10.1007/978-3-319-48311-5_15

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