A note on the differentiability of conjugate functions

DOI10.1007/S00013-009-0050-3MaRDI QIDQ1042426zbMATH OpenOpenAlexFDO

Authors Thomas Strömberg

Publication date 14 December 2009

Published in Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00013-009-0050-3

zbMATH Keywords

essential differentiabilityessential strict convexityLegendre-Fenchel transform

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Nonsmooth analysis (49J52)

Review text

The following extension of Rockafellar's fundamental theorem is proved: Let \(f:\mathbb{R}^n\to\overline{\mathbb{R}}\) be a proper, lower semicontinuous function such that its conjugate \(f^{\ast}\) is proper. Then \(f^{\ast}\) is essentially differentiable if and only if \(f\) is essentially strictly convex.

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Cites work

• Convex Analysis
• Duality for nonconvex optimization and its applications
• Fréchet differentiability of convex functions
• Gradients of Convex Functions
• scientific article; zbMATH DE number 3783507 (Why is no real title available?)
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• On Conjugate Convex Functions
• The Hopf-Lax formula gives the unique viscosity solution
• Variational Analysis

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• On the Fenchel-Moreau conjugate of G-function and the second derivative of the modular in anisotropic Orlicz spaces
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