Abstract

We give a very short derivation of the convex conjugate of the function whose value is the pointwise supremum of a finite collection of proper convex functions.

Author information

Contact details are reproduced from the original publication and may be historical.

Stephen M. Robinson

University of Wisconsin, Dept. of Industrial and Systems Engineering, 1513 University Avenue, Madison, WI 53706-1539, U.S.A.

smrobins@wisc.edu

Keywords

  • Pointwise supremum
  • convex conjugate

Mathematics Subject Classification

52A41, 90C25

Suggested citation

S. M. Robinson. “A Short Derivation of the Conjugate of a Supremum Function.” Journal of Convex Analysis 19 (2012), No. 2, 569–574.

Copyright Heldermann Verlag 2012