theorem
generalized_conditional_gradient_norm_eq_inner_add_value_add_conjugate
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
(f g : E → EReal)
(x : E)
:
Lemma 13.5: the generalized conditional-gradient norm rewrites as the affine term
⟪∇ f(x), x⟫ + g(x) plus the Fenchel conjugate value g∗(-∇ f(x)), where the gradient is taken
for the real-valued map y ↦ (f y).toReal.