A note on the Artstein-Avidan-Milman's generalized Legendre transforms
Main:7 Pages
2 Figures
Bibliography:1 Pages
Appendix:5 Pages
Abstract
Artstein-Avidan and Milman [Annals of mathematics (2009), (169):661-674] characterized invertible reverse-ordering transforms on the space of lower-semi-continuous extended real-valued convex functions as affine deformations of the ordinary Legendre transform. In this note, we prove that all those generalized Legendre transforms on functions correspond to the ordinary Legendre transform on dually corresponding affine-deformed functions. That is, generalized convex conjugates are convex conjugates of affine-deformed functions. We conclude this note by sketching how this result can be interpreted from the lens of information geometry.
View on arXivComments on this paper
