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Convex conjugate of x log x (f∗(p)=ep−1)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Convex optimization Convex conjugate
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For f(x)=xlogx on x>0, strict convexity and the stationary condition p=1+logx give the displayed convex conjugate for every real p. Biconjugation recovers f on its original positive domain. Its closed extended-real extension has value zero at zero and infinity on negative arguments.

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  1. Convex conjugate
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / ib / Paper 1 / 4A / b / Solution

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