A Non-Convex Analogue to Fenchel Duality
Abstract
We introduce and study a new notion of conjugacy, similar to Fenchel conjugacy, in a non-convex setting. Dual versions of Šmulyan's classical result are established in the framework of this conjugacy, which reveal a relation between well-posed problems and the differentiability. As an application we deduce the generic Fréchet differentiability of the norm $‖·‖∞$ in certain spaces of bounded continuous functions (i.e., $Lipα(X) $ for $0<α \leq 1$).