Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 62 2 c Solution Created 2026-10-03 Updated 2026-10-07
Compute the convex conjugate of at a general pair . With , the independent variables become and , soTherefore the Lagrange dual function isUsing strong duality from the preceding solution givesEquivalently the conjugate of an infimal convolution is , and the continuous convex equals its biconjugate.
For practical subgradient computation, minimize the known convex dual objectiveEvery optimizer, and only an optimizer, belongs to by Fenchel–Young inequality. The full characterization isThis is infimal-convolution dual subgradients; the set is nonempty because is finite convex everywhere. If both conjugates are differentiable at the optimizer, solve . For nonsmooth conjugates, use the displayed aggregate subdifferential or a convex minimization algorithm. Replacing it by requires the usual subdifferential sum rule qualification; it is not automatically justified solely by knowing the two conjugates.