In the present paper we study episodes of the life and work of the German-Danish mathematician Werner Fenchel from the perspective of the significance of the Second World War. On the one hand, we will see how the mathematical society, in particularly the mathematician Harald Bohr, helped Fenchel to set up an academic life in Copenhagen, Denmark. On the other hand, we will see how the organisation of scientists’ contribution to the war effort in the USA during the war, and the post war military financing of academic research in the post war period interfered with some of Fenchel’s mathematical work, especially his contribution to duality theory in nonlinear programming. As such, the study presented is this paper contributes to our understanding of how mathematics and conditions of a particular place and time interfere in the history of mathematics.