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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.
smrobins@wisc.edu



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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