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Lower convex envelope

Mathematics concept From Wikipedia, the free encyclopedia

In mathematics, and particularly convex analysis, the lower convex envelope of a real-valued function defined on a vector space is defined pointwise as the supremum of all convex functions that lie under that function, i.e.[1]

The lower convex envelope coincides with the biconjugate of , but can differ with the biconjugate when this definition is extended to functions whose domains are not the entire vector space or whose values are extended reals, i.e., allowing . In such cases, one has the inequalities[1]

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