I have a dual convex optimization problem and the maximization function contain a Lengendre-Fenchel conjugate loss defined by lc(z)=sup(zt-l(t)). The sup is defined over ‘t’. Any idea how can I evaluate lc(z) in a maximization function?
I have a dual convex optimization problem and the maximization function contain a Lengendre-Fenchel conjugate loss defined by lc(z)=sup(zt-l(t)). The sup is defined over ‘t’. Any idea how can I evaluate lc(z) in a maximization function?