Paper 3, Section II, A

Variational Principles | Part IB, 2015

(a) Define what it means for a function f:Rn→Rf: \mathbb{R}^{n} \rightarrow \mathbb{R} to be convex.

(b) Define the Legendre transform f∗(p)f^{*}(p) of a convex function f(x)f(x), where x∈Rx \in \mathbb{R}. Show that f∗(p)f^{*}(p) is a convex function.

(c) Find the Legendre transform f∗(p)f^{*}(p) of the function f(x)=exf(x)=e^{x}, and the domain of f∗f^{*}.

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