A note on the Artstein-Avidan-Milman's generalized Legendre transforms

Abstract

Artstein-Avidan and Milman [Annals of mathematics (2009), (169):661-674] characterized invertible reverse-ordering transforms on the space of lower semi-continuous extended real-valued convex functions as affine deformations of the ordinary Legendre transform. In this work, we first prove that all those generalized Legendre transforms on functions correspond to the ordinary Legendre transform on dually corresponding affine-deformed functions: In short, generalized convex conjugates are ordinary convex conjugates of dually affine-deformed functions. Second, we explain how these generalized Legendre transforms can be derived from the dual Hessian structures of information geometry.