Abstract
In this paper, we establish a theorem which connects the second derivatives of a convex function and of its conjugate.
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References
J.J. Moreau, “Semi-continuité du sous-gradient d'une fonctionnelle”,Comptes Rendus de l'Académie des Sciences de Paris 260 (1965) 1067–1070.
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R.T. Rockafellar,Convex analysis (Princeton University Press, 1970).
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Crouzeix, J.P. A relationship between the second derivatives of a convex function and of its conjugate. Mathematical Programming 13, 364–365 (1977). https://doi.org/10.1007/BF01584350
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DOI: https://doi.org/10.1007/BF01584350