Fenchel–Moreau theorem

In convex analysis, the Fenchel–Moreau theorem (named after Werner Fenchel and Jean Jacques Moreau) or Fenchel biconjugation theorem (or just biconjugation theorem) is a theorem which gives necessary and sufficient conditions for a function to be equal to its biconjugate.

This is in contrast to the general property that for any function

[1][2] This can be seen as a generalization of the bipolar theorem.

[1] It is used in duality theory to prove strong duality (via the perturbation function).

be a Hausdorff locally convex space, for any extended real valued function

A function that is not lower semi-continuous . By the Fenchel-Moreau theorem, this function is not equal to its biconjugate .