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The fenchel conjugate as described in detail here is

$$f^*(y)= \sup_{x \in \operatorname{dom} f } (y^Tx-f(x))$$

The above post linked some intuitions on what values the Fenchel conjugate obtains at individual inputs: it can interpreted as the smallest difference between the function and the function with a "slope" of $y$.

Now what about a geometric intuition on the graph of the function $f^{*}: \mathbb{R}^{n} \to \mathbb{R}$. What does it look like in general? For a closed convex function, I know $f^{* *} = f$, but besides pushing symbols, and "doing reverse gradient twice", is there a geometric intuition for why this would hold?

In other places, such as in Fenchel duality theorem, $f^{*}$ also appears, so I felt a geometric intuition on the graph might be interesting.

wsz_fantasy
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    The Fenchel conjugate aka Legendre transform is a fascinating tool that is very important in economics and physics. It is not quite clear though why the post you linked seems to do such a poor job helping you further. Quite the contrary imho. Please ask a more specific question. I also recommend: https://arxiv.org/abs/0806.1147 . – Kurt G. Sep 28 '23 at 06:52

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