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Convex conjugate : ウィキペディア英語版 | Convex conjugate
In mathematics, convex conjugation is a generalization of the Legendre transformation. It is also known as Legendre–Fenchel transformation or Fenchel transformation (after Adrien-Marie Legendre and Werner Fenchel). == Definition ==
Let be a real normed vector space, and let be the dual space to . Denote the dual pairing by : For a functional : taking values on the extended real number line, the convex conjugate : is defined in terms of the supremum by : or, equivalently, in terms of the infimum by : This definition can be interpreted as an encoding of the convex hull of the function's epigraph in terms of its supporting hyperplanes.〔(【引用サイトリンク】title=Legendre Transform )〕 〔 (【引用サイトリンク】last1= Nielsen ) 〕
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