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In our lectures notes, we had:


Definition: The function $$L: X \times Y^{*} \rightarrow \mathbb{R}_{\infty},$$ $$-L(x, p^{*}) = \sup_{p\in Y}\left\{ \langle p \vert x \rangle - \Phi(x, p)\right\}$$ is called the Lagrangian of problem $(\mathcal{P})$ relative to the given perturbations.

And as context what the perturbation $\Phi$ looks like:

Let $J: X\rightarrow \mathbb{R}_{\infty}$ be of the form $J(x) = F(x) + G(Ax)$ with convex, lower semicontinuous, proper maps $F:X\rightarrow\mathbb{R}_{\infty}$ and $G:Y\rightarrow\mathbb{R}_{\infty}$ and linear bounded operator $A: X\rightarrow Y$. We introduce the perturbation $\Phi: X\times Y \rightarrow \mathbb R_{\infty}$, $\Phi(x, p) = F(x) + G(Ax - p)$.

Concerning the primal problem $(\mathcal P)$:

Let $J: X \rightarrow \mathbb R_{\infty}$ be of the form $J(x) = F(x) + G(Ax)$ with convex, lower semicontinuous, proper maps $F: X\rightarrow \mathbb R_{\infty}$ and $G: Y \rightarrow \mathbb R_{\infty}$ and linear bounded operator $A: X\rightarrow Y$. We introduce the perturbation $\Phi: X\times Y \rightarrow \mathbb R_{\infty}$, $\Phi(x, p) = F(x) + G(Ax - p)$, where $\Phi$ is proper, convex and lower semicontinuous. [...]

Defintion: The primal problem is defined as $$\inf_{x\in X}\Phi(x, 0) = \inf_{x\in X}\Big( F(x) + G(Ax)\Big).$$

My question is: The above def. from our lecture cannot be correct, because on the LHS, an element $p^{*}$ of the dual space $Y^{*}$ appears, but not on the RHS. Does anybody know the correct definition? I could not find it on Wikipedia.


Elias Costa
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Hermi
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  • Hello user Hermi. I believe your question is incomplete because you did not describe your problem "P". Could you definit the problem "P" to which you refer? – Elias Costa Jun 24 '21 at 12:06
  • Dear Elias, I edited my question, thanks for the hint. – Hermi Jun 24 '21 at 12:26
  • One more thing. His questions, regarding this definition of Lagrangean, seem relevant to me. But you should say in which reference you saw this Lagrangean definition. Then the M.S.E.'s users can potentially answer your question may be appropriated from the notation of the reference. – Elias Costa Jun 24 '21 at 12:50
  • As I wrote at the beginning: "In our lectures notes, [...]". These lecture notes are not publicly available, unfortunately. – Hermi Jun 24 '21 at 14:05
  • By the nature of the subject and way of approaching it I believe that these class notes are based on the famous book Convex Analysis and Variaational Problems written by Ivar Ekeland and Roger Témam whose first edition dates from 1987. – Elias Costa Jun 24 '21 at 14:14

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