In mathematics, Fenchel's duality theorem is a result in the theory of convex functions named after Werner Fenchel.
Let ƒ be a proper convex function on Rn and let g be a proper concave function on Rn. Then, if regularity conditions are satisfied,
where ƒ * is the convex conjugate of ƒ (also referred to as the Fenchel–Legendre transform) and g * is the concave conjugate of g. That is,
Read more about Fenchel's Duality Theorem: Mathematical Theorem, One-dimensional Illustration
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“To insure the adoration of a theorem for any length of time, faith is not enough, a police force is needed as well.”
—Albert Camus (1913–1960)