Journal of Convex Analysis 19 (2012), No. 2, 569--574
Copyright Heldermann Verlag 2012
A Short Derivation of the Conjugate of a Supremum Function
Stephen M. Robinson
University of Wisconsin, Dept. of Industrial and Systems Engineering, 1513 University Avenue, Madison, WI 53706-1539, U.S.A.
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.
Keywords: Pointwise supremum, convex conjugate.
MSC: 52A41, 90C25
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