  Mass transportation problems appear in various areas of mathematics, their
solutions involving cost convex potentials. Fenchel duality also represents an
important concept for a wide variety of optimization problems, both from the
theoretical and the computational viewpoints. We drew a parallel to the
classical theory of convex functions by investigating the cost convexity and
its connections with the usual convexity. We give a generalization of Jensen's
inequality for cost convex functions.
