#convex_conjugate
Convex conjugate
Generalization of the Legendre transformation
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convex functions. It is also known as Legendre–Fenchel transformation, Fenchel transformation, or Fenchel conjugate. The convex conjugate is widely used for constructing the dual problem in optimization theory, thus generalizing Lagrangian duality.
Thu 29th
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