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A note on the differentiability of conjugate functions
Authors:Thomas Strömberg
Institution:1. Department of Mathematics, Lule? University of Technology, 971-87, Lule?, Sweden
Abstract:For a proper, lower semicontinuous and convex function f with Legendre–Fenchel conjugate f *, it is well-known that differentiability properties of f * are equivalent to strict convexity properties of f. In this note a result of this kind is obtained without a convexity assumption on f.
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