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A Note on Legendre-Fenchel Conjugate of the Product of Two Positive-Definite Quadratic Forms

  • Yong Xia*
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)333-338
Number of pages6
JournalJournal of the Operations Research Society of China
Volume1
Issue number3
DOIs
StatePublished - Sep 2013

Keywords

  • Legendre-Fenchel conjugate
  • Quadratic form

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