The concept of duality in convex analysis, and the characterization of the Legendre transform

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Abstract

In the main theorem of this paper we show that any involution on the class of lower semi-continuous convex functions which is order-reversing, must be, up to linear terms, the well known Legendre transform.

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Artstein-Avidan, S., & Milman, V. (2009). The concept of duality in convex analysis, and the characterization of the Legendre transform. Annals of Mathematics, 169(2), 661–674. https://doi.org/10.4007/annals.2009.169.661

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