Structural results on convexity relative to cost functions
arXiv:1201.0346 · doi:10.1007/s00010-012-0129-y
Abstract
Mass transportation problems appear in various areas of mathematics, their solutions involving cost convex potentials. Fenchel duality also represents an important concept for a wide variety of optimization problems, both from the theoretical and the computational viewpoints. We drew a parallel to the classical theory of convex functions by investigating the cost convexity and its connections with the usual convexity. We give a generalization of Jensen's inequality for cost convex functions.
10 pages