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February 27th, 2014, 05:56 AM  #1 
Newbie Joined: Feb 2014 Posts: 1 Thanks: 0  replace indicator functions with convex conjugates?
I'm trying to get rid of the indicator functions in the following convex optimization problem. Let be a countable set of convex subsets of , and assume that the vectors are given for some . where and if and if So here's my approach so far: 1. Getting rid of : subject to: 2. Dual: subject to 3. At this point I'd like to get rid of the indicator functions, perhaps using their convex conjugates. But I'm a bit stuck. Any ideas? Thanks! 

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conjugates, convex, functions, indicator, replace 
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