Abstract
For a proper, lower semicontinuous and convex function f with Legendre–Fenchel conjugate f *, it is well-known that differentiability properties of f * are equivalent to strict convexity properties of f. In this note a result of this kind is obtained without a convexity assumption on f.
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Strömberg, T. A note on the differentiability of conjugate functions. Arch. Math. 93, 481–485 (2009). https://doi.org/10.1007/s00013-009-0050-3
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DOI: https://doi.org/10.1007/s00013-009-0050-3