The asymmetric sandwich theorem

We discuss the asymmetric sandwich theorem, a generalization of the Hahn–Banach theorem. As applications, we derive various results on the existence of linear functionals that include bivariate, trivariate and quadrivariate generalizations of the Fenchel duality theorem. Most of the results are about affine functions defined on convex subsets of vector spaces, rather than linear functions defined on vector spaces. We consider both results that use a simple boundedness hypothesis (as in Rockafellar’s version of the Fenchel duality theorem) and also results that use Baire’s theorem (as in the Robinson–Attouch–Brezis version of the Fenchel duality theorem). This paper also contains some new results about metrizable topological vector spaces that are not necessarily locally convex.