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.

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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
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S. M. Robinson. “A Short Derivation of the Conjugate of a Supremum Function.” Journal of Convex Analysis 19 (2012), No. 2, 569–574. https://doi.org/10.68381/jca19031