A Note on the Legendre-Fenchel Transform of Convex Composite Functions
Jean‐Baptiste Hiriart‐Urruty · Kluwer Academic Publishers eBooks · 2006
In this note we present a short and clear-cut proof of the formula giving the Legendre-Fenchel transform of a convex composite function g o ( f 1 ..., f m ) in terms of the transform of g and those of the f i ′ s .