The Legendre-Fenchel Conjugate of a Real Function on a Subset of Euclidean Space
definitionAnalysisdef:legendre-fenchel-conjugate-rn-2026aFor a real function f on a nonempty subset C of Euclidean space, the conjugate is defined at every p for which p.x - f(x) is bounded above on C, and there equals its supremum.
In the setting of The Real Numbers: Standing Notation and Background, let , let be a nonempty subset of Euclidean space , let , and let be the dot product of .
1. (Domain)¶ The domain of the conjugate of is the set of those for which the map , , is bounded above.
2. (Conjugate)¶ The Legendre-Fenchel conjugate of is the map ,
the least upper bound of a nonempty set of real numbers bounded above (nonempty as is), which exists by The Real Numbers: Standing Notation and Background §bounds.
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