Conjugation and second-order properties of convex functions (Q1176297)

The second-order properties of convex functions \(f:\mathbb{R}^ n\to\mathbb{R}\cup\{+\infty\}\), especially the upper second-order derivatives \[ f''_+(\bar x,\bar y;z)= 2\lim\sup(f(\bar x+tx)-f(\bar x)-tz\cdot\bar y)/t^ 2\quad (t\searrow 0), \] and the second-order differential of \textit{J.-B. Hiriart-Urruty} and \textit{A. Seeger} [cf., e.g., Proc. Lond. Math. Soc., III. Ser. 58, No. 2, 351-365 (1989; Zbl 0632.53009)] are studied by the use of the special functions \[ E^{z,a}(x)=0 \hbox { (if }x=0), =t^ 2/2 \hbox { (if }0\neq x=tz, 0<t\leq a), =+\infty \hbox { (otherwise)}, \] and the relevant conjugate functions \(E_{z,a}=(E^{z,a})^*\) not explicitly defined here. The method is based on the inequalities \(u^*\leq f\leq v\) (where \(u,v\) are functions of the kind \(\gamma E^{z,a})\) together with the reversions \(u\geq f^*\geq v^*\) which are of the same nature. From many results, the following is to be pointed out: if \(f(x)={1\over 2}Ax\cdot x+o(| x|^ 2)\hbox { as } x\to 0\), where \(A\) is a symmetric and positive definite matrix, then \(f^*(y)={1\over 2}A^{-1}y\cdot y+o(| y|^ 2)\hbox { as } y\to 0\) is valid for the relevant conjugate function.