ESAIM Control Optimisation and Calculus of Variations · 1998 · 42 citations · 7 references
Natural SciencesMathematicsComputational MechanicsFluid DynamicsOptimizationConvex AnalysisConvex OptimizationNonlinear ProgrammingPartial Differential EquationsConjugationDuality PrincipleHamilton - Jacobi - Bellman EquationsHamilton-jacobi EquationsHamilton-jacobi-bellman EquationsQuasiconvex FunctionsViscosityViscosity Solutions
We study a quasiconvex conjugation that transforms the level sum of functions into the pointwise sum of their conjugates and derive new duality results for the minimization of the max of two quasiconvex functions. Following Barron and al., we show that the level sum provides quasiconvex viscosity solutions for Hamilton-Jacobi equations in which the initial condition is a general continuous quasiconvex function which is not necessarily Lipschitz or bounded.
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