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Biconjugate (f∗∗)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Convex optimization Convex conjugate
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The biconjugate of f is the convex conjugate of its convex conjugate:
f∗∗(x)=supp​{⟨p,x⟩−f∗(p)}.
(1)
It is the supremum of all affine minorants. For a proper function with an affine minorant, the Fenchel-Moreau theorem identifies it with the closed convex envelope; a proper lower semicontinuous convex function equals its biconjugate.

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  1. Convex conjugate
  2. Convex optimization
  3. Mathematical optimization
  4. Area of mathematics
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  • Biconjugate
  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 65 / 1 / b / Solution

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  • codex/fenchel-biconjugate

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