凹函数的共轭

Conjugate of concave function

在数学规划的对偶理论中,函数及其共轭函数在解决某些实际问题时发挥着重要的作用,利用二者的关系,我们可以把涉及某一函数的问题转化为与其共轭函数有关的对偶问题加以解决.有关凸函数及其共轭函数的理论,在文献[3]中有较为详尽的论述,本文着重介绍凹函数及其共轭函数的相关理论,这些理论在对偶凸规划中同样发挥着重要作用.

In the theory of duality about Mathematical programming, function and its conjugate function play an important role in the resolving of some practical problems, with their relation, we can transform a problem of a function into a problem of its conjugate function, so that we can solve it easily. The theory of convex function and its conjugate function have been discussed in [3]. In this paper, we mainly talk about the theory of concave function and its conjugate function, these theory is important either in the duality of convex programming.