Functional.convex_conj

property Functional.convex_conj

Convex conjugate functional of the functional.

Notes

The convex conjugate functional of a convex functional f(x), defined on a Hilber space, is defined as the functional

f^*(x^*) = \sup_{x} \{ \langle x^*,x \rangle - f(x)  \}.

The concept is also known as the Legendre transformation.

For literature references see, e.g., [Lue1969], [Roc1970], the wikipedia article on Convex conjugate or the wikipedia article on the Legendre transformation.

References

[Lue1969] Luenberger, D G. Optimization by vector space methods. Wiley, 1969.

[Roc1970] Rockafellar, R. T. Convex analysis. Princeton University Press, 1970.