Abstract
The Legendre-Fenchel conjugate of the product of two positive-definite quadratic forms was posted as an open question in the field of nonlinear analysis and optimization by Hiriart-Urruty ['Question 11' in SIAM Review 49, 255-273, 2007]. Under a convexity assumption on the function, it was answered by Zhao [SIAM J. Matrix Analysis & Applications31(4), 1792-1811, 2010]. In this note, we answer the open question without making the convexity assumption.
| Original language | English |
|---|---|
| Pages (from-to) | 333-338 |
| Number of pages | 6 |
| Journal | Journal of the Operations Research Society of China |
| Volume | 1 |
| Issue number | 3 |
| DOIs | |
| State | Published - Sep 2013 |
Keywords
- Legendre-Fenchel conjugate
- Quadratic form
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