Fenchel and Lagrange Duality are Equivalent
Author(s)Magnanti, Thomas L.
A basic result in ordinary (Lagrange) convex programming is the saddlepoint duality theorem concerning optimization problems with convex inequalities and linear-affine equalities satisfying a Slater condition. This note shows that this result is equivalent to the duality theorem of Fenchel.
Massachusetts Institute of Technology, Operations Research Center
Operations Research Center Working Paper;OR 036-74