Under suitable hypotheses on the function f, the two constrained minimization problems:
are well known each to be dual to the other. This symmetric duality result is now extended to a class of nonsmooth problems, assuming some convexity hypotheses. The first problem is generalized to:
in which T and S are convex cones, S* is the dual cone of S, and ∂y denotes the subdifferential with respect to y. The usual method of proof uses second derivatives, which are no longer available. Therefore a different method is used, where a nonsmooth problem is approximated by a sequence of smooth problems. This duality result confirms a conjecture by Chandra, which had previously been proved only in special cases.