Subgradient inversion under convex conjugacy

ID: subgradient-inversion-under-convex-conjugacy

For a proper lower-semicontinuous convex functional on a real Hilbert space, means for all . Taking the supremum gives equality in the Fenchel–Young inequality: . Apply the same argument to and use the Fenchel-Moreau theorem to obtain the reciprocal subgradient condition.

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