Documentation

Books.ConvexAnalysis_Rockafellar_1970.Chap07.section35_part9

Helper for Text 35.6.6: the textbook hull/support identity is correct on the honest branch where the first partial subdifferential is nonempty.

Helper for Text 35.6.6: the mathematically correct Chapter 23 closure statement identifies the convex closure of the first directional-derivative slice with the support function of ∂₁ K(u,v).

Text 35.6.6: let K be a saddle function on ℝ^m × ℝ^n, and let (u, v) be a point with finite value K u v. Define φ(u') = -K'(u, v; -u', 0). Then φ is a convex function on ℝ^m, and the convex closure of φ coincides with the support function of the closed convex set ∂₁ K(u, v).