Frontiers of Qumtitatiue Economics. Volume IT, ed. M. D. Infriligaforand D.A. Kerldrlck. 0 1974 North-Holland Publishing Company.

Applications of duality theory

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en coordonnker ponctuelles, cer nouvelles relations pr6sentant l'avantage de fournir explicitement h quantitks en fonction du revcnu et des prix. Ainsi parait s'ouvrir un champ fkcond d'investigations pour les Cconombtres. (Roy 1947, p. 225).

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One of the first authors to appreciate the usefulness of duality theory in deriving systems of factor demand functions in the context of producer theory was McFadden (1966, p. 13):
The introduction of cost, revenue and profit functions into production theory yields a theoretical return and several practical advantages. Most of the qualitative results of production theory follow from properties of these functions, without restrictive assumptions on the divisibility of commodities and convexity and smoothness of production possibilities. The principal practical advantage lies in the simple relation between these functions and the corresponding demand and supply functions. For example, differentiation of the profit function yields net output supply functions, and summation.,of prices times net output supply functions yields the profit function.

CHAPTER 3
APPLICATIONS OF DUALITY THEORY *
W.E. DIEWERT Department of Manpower and Immigration, Ottawa Department of Economics, University of British Columbia

0. Introduction
There appear to be two principal practical applications of duality theory in economics. The first principal application of duality theory is that it enables us to derive systems of demand equations which are consistent with maximizing or minimizing behavior on the part of an economic agent, consumer or producer, simply by differentiating, a function, as opposed to solving explicitly a constrained maximization or minimization problem. Perhaps the first person to appreciate the econometric implications of the above statement in the context of consumer demand theory was Rent Roy (1942):
Cette conception conduit k I'emploi de coordonndes tangentielles pour la dkfinition des surfaces d'indifference et elle offre ainsi la possibilitk d'obtenir pour I'optimum du consommateur, de nouvelles relations d'kquilibre, homologues des relations obtenues

The second principal advantage of duality theory is that it enables us to derive in an effortless way the "comparative statics" theorems originally deduced from maximizing behavior.' This second principal advantage has its origins in the work of Hotelling (1932, pp. 594, 597). McFadden (1966, 1970) has extensively pursued this second principal advantage. In sections 1,2 and 3 of the present paper, we provide some examples of the first principal advantage of duality theory, while sections 4, 5 and 6 provide some examples of the second principal advantage of duality theory. In section 1, we study the duality between unit cost functions and constant returns to scale production functions. The duality which is developed in section 1 was known to SamuelsonZ(1953) and can be obtained by specializing Shephard's (1970) more general results. However, our present method of developing the duality theorem is somewhat more direct than Shephard's method, since we proceed directly from the cost function to the production function via definition (8). In the appendix to this paper (section lo), we outline a proof of a theorein which appears in the main text of the paper, ft (i) the theorem contains a "new" result3 or (ii) the proof is new (and hope.
That the assumption of maximizing behavior implies certain restrictions on consumer demand functions was known to Antonelli (1968, pp. 33-39) (originally published 1886) and Pareto (1971, pp. 417-426) (originally published 1906), but the first rigorous comparative statics result was obtained by Slutsky (1915). Hicks (1946) and Samuelson (1947) systematically used the assumption of maximizing behavior in order to obtain comparative statics theorems. Samuelson does not provide a proof of the theorem. Of course, many "new" results are straightfonvard modifications of known results.

* This research was partially supported by a Canada Council grant. In the five years that 1 have been studying duality theory, many people have assisted me: S.N. Afriat, E.R. Berndt, L.R. Christensen, M. Denny, L. Epstein, M. Fuss, Z. Griliches, R.E. Hall, G. Hanoch, R. Harrls, D.W. Jorgenson, L.J. Lau, M. Nerlove, D. McFadden, P.A. Samuelson, R. W. Shephard, R. M. van Slyke, E. Wiens and A. D. Woodland. The editorial assistance of M. lntriligator is also greatly appreciated. My thanks also to Lise Bldoo for typing a difficult manuscript.Jhe views expressed are solely those of the author and do not necessarily correspond to any policy or position of the Department of Manpower ar~d Immigration.

.*

W.E. Diewert

f d y simpler than existing proofs). In any case, the reader who is primarily interested in applying the existing body of duality theory can read the paper independently of proofs, while the reader who is interested in modifying the existing theory in order to suit his particular needs will probably find it useful to peruse the proofs. In section 7, we briefly survey the nonparametric methods of obtaining systems of derived demand equations which are consistent with maximizing behavior. In section 8, we note how duality theory can make the variable coefficients simplex algorithm as simple to use as the ordinary simplex algorithm for linear programming. From a mathematical point of view, duality theory rests on a theorem due , to Minkowski (191 1): every closed4 convex5 set in R~ can be characterized as the intersection of its supporting half space^.^ We shall see how this theorem from mathematics creeps into economics in the following two sections. Notation: x 2 0, means each component of the vector x is nonnegative; ON is an N-dimensional vector of zeroes; x > ON means x 2 ON, but x # ON; x D ON means each component of x is positive; E means "belongs to"; xTy is Zxiyi, the inner product of the vectors x and y ; Vf(x) is the gradient vector of first order partial derivatives o f f evaluated at x ; V2f(x) is the Hessian matrix of second order partial derivatives o f f evaluated at x ; S u T means the union of the sets S and T; and Sn T is the intersection of S and T.

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+-

f Applications o duality theory

production function satisfies certain regularity conditions, then we may calculate the producer's total minimum cost function C(y ;p l ,p 2 , ...,pN)= = C(y; p), where p = (p, ,p,, ...,p,) is the vector of input prices, as the solution to the following constrained minimization problem: C(y;p)

= minx {pTx: f (x) 2 y).

In other words, the producer takes prices as given and attempts to minimize the cost of producing a specified output level, y. In general, total cost C depends on y, the chosen output level; p, the given vector of input prices; and f, the given production function. A production function f determines a cost function C through definition (1). What is not as well known, is the converse, that a cost function satisfying certain regularity conditions determines a production function; that is, there is a duality between cost and production functions. Given one of these functions, under certain regularity conditions, the other can be uniquely determined, a result originally due to Shephard (1953) and Samuelson (1953-4). The production function can in general be obtained from a cost function satisfying the appropriate regularity conditions as the solution to the following constrained maximization problem: f * ( ~ ) max, {y: C(y; p) where R = (Z,, Z,, ..., ZN)is a given vector of inputs and C is the given cost function. Note that problem (2) has an infinite number of constraints. A geometric interpretation of the maximization problem (2) can be obtained as follows: for every vector of factor prices p > ON,we can graph the set of input combinations x such that pTx = C(y; p) for some fixed output level y. Since C(y;p) is supposed to represent the minimum cost of producing output y given prices p, it is reasonable to assume that the set L(y) = = {x:f(x) 2 y) lies within the halfspace H(y; p) = { X : ~2~C(y; p)). In X fact, we may define the envelope production possibilities set L4(y) as the intersection over all price vectors p > 0, of the halfspaces H(y;p); i.e., L*(y) = " p > ON H(y; p). Now choose j so that Z belongs to the boundary of L* ( j ) ,and we have determined j =f(Z) using only the given cost function C. Moreover, we will have C(7; p) = pTZ for some p > ON,where C(j;p) 5 S p T 2 for every p 2 ON. Notice that we have defined the set L"(y) as the intersection of a family of halfspaces, where each halfspace was defined by an isocost surface. In order for the envelope production possibilities setL* (y) t o coincide with the "true" production possibilities set L(y) = {x:f(x) 2 y),

_< p T for ~

every p 2 ON),

(2)

1. Duality between unit cost and production functions

Assume we are given an N factor production function f, where y =f(x, , x2, ...,xN)=f(x) means y is the maximal amount of output which can be produced during a given period of time using xi units of input i for i = = 1,2, ..., N, where x = (x,, x,, xN) is the vector of input levels. If the

...,

A set S in RN (Euclidean N space) is closed if 2 E S for n = 1,2, ..., lim x"= x0 ' implies x0 E S. A set S in RN is convex if for every x E S, y E S and scalar 1 such that 0 51_< 1, we have k + ( l - 1 ) Y E S. A halfspace in R N is a set of'the form { x : a T x 5 k } , where aTx = a,xl is the inner product of the vectors a and x. See Fenchel(1953, pp. 48-50) or Rockafellar (1970, pp. 95-99) for a treatment of Minkowski's theorem.

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W. E. Diewert

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Applications o duality theory f

177

Mangasarian, O.L., 1969, Nonlinear Programming, New York, McGraw-Hill. Rockafellar, R.T.. 1970, Convex Analysis, Princeton, New Jersey, Princeton University Press. Shephard, R.W., 1953, Cost and Production Functions, Princeton, New Jersey, Princeton Universitv Press. Shephard, R. W., 1970, Theory of Cost and Production Functions, Princeton, New Jersey, Princeton University Press.

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Stanford University

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0. Introduction

Professor Erwin Diewert has provided us with a very sweeping survey of the applications of duality theory in the many different and seemingly unrelated areas of economics. His survey serves to give us a flavor of what can be done with duality theory. And the potential appears to be unbounded. He has included in his survey, not only the results of published research, but also many as yet unpublished original results of his own. We should thank Erwin Diewert for this very excellent survey of a relatively new area of research which will be useful for years to come. In what follows I would like to put forth my own views on duality theory, which, I hope, complement Diewerts' survey, and clarify some issues. My comment can be divided ~ n t o four sections: (1) Some definitional, methodological and terminological issues; (2) Implications of duality for applied econometrics; (3) More applications of duality theory; and (4) Directions for related research.
I

Second, the set of production possibilities is assumed to be contained in R"+', that is, there are (n+ 1) distinct commodities. Third, the function which gives the value of the supremum of the negative of the quantity of the (n 1)st commodity contained in the set of production possibilities for given values of the quantities of the remaining n commodities is defined as the production function and denoted F(y), where y is a vector in Rn having as its elements the quantities of the 11 remaining commodities. It is assumed that the (n + 1)st commodity is variable and freely disposable.' The reader will note that this function reduces to the negative of the conventional production function in the one-output case. Other terminology for F(y) includes the joint production function, the production possibility frontier and the transformation function.' I shall refer to this function as the production function. Fourth, the productibn function F(jl) is an extended-real-valued function, that is, it is permitted to take infinite values. F(j1) is said to be proper if it is finite for some y and does not take the value minus infinity anywhere. Fifth, the conjugate convex function of F(y), denoted F*(y*), is given by

F*(Y*) = sup { ( y , Y*) - F ( Y ) ) ,

Y

,
I

1. Some definitional, methodological and terminological issues

1 .O. Some preliminaries

Before taking up the issues, a few preliminary remarks about conventions and notations used in this comment are in order. First, the quantities of commodities are measured with positive signs when they are net outputs and negative signs when they are net inputs.

where (,) denotes the inner product operation and they" may be interpreted as normalized prices, that is, the prices of the commodities divided by the price of the (n+ 1)st commodity. It may be referred to as the normalized profit function because it can be identified with the profit function, a function of (n+ 1) prices, if the price of the (n+ 1)st commodity is set equal to unity. Other terminology for F* (y*) includes the Unit-Output-Price of UOP profit f ~ n c t i o nI~ . shall refer to the F* (y*) as the normalized profit function. Sixth, of special interest is the case in which the quantities of a subset of the commodities are fixed. Adhering to the convention of always choosing a variable and freely disposable commodity as the (11 + 1)st commodity, one may partition a given y into two mutually exclusive subsets, y', which consists of variable commodities, anti z, which consists of fixed commodities.
f r c c disposal of the (,I+I)st commodity is requircd for the one-to-one correspondence betwen a closed, convex set of production possibilities and a closed, convex function F(y). If the free disposal assumption is droppcd, two I'unctions, F+(y) and F-(y) will be required to characterize the convex set of production possibilities completely. This terminology is uscd by Diewert (1973). However, i t is different from ;L related concept by the same name used by Mcfitdden (19734. This terminology is used in Lau (1969).

* The author thanks Erwin Diewert, Arthur Goldberger, Dale Jorgenson and Daniel McFadden for very useful discussions but retains full responsibility for any error contained herein. Financial support from the National Science Foundation through Grant No. GS2874-A1 to the Institute of Mathematical Studies in the Social Sciences of Stanford University is gratefully acknowledged.

Applications o duality theory f The conjugate convex function of F(y', z), considered a function of y', denoted F* (y'*, z), is given by

179

: its modern form, this theory states that given F(y), a closed, proper and I

f $
.

convex function, its conjugate dual, defined as

F*(Y*) = sup {(Y,y*) - F(y)}

Y

where the y'* may again be interpreted as normalized prices. It may be referred to as the normalized restricted profit function: because it can be identified with the restricted profit function if the price of the (n+ 1)st commodity is set equal to unity. Other terminology for the restricted profit function include gross profit function,' partial profit f ~ n c t i o n and variable ,~ profit function.' We note that in the case that z is a vector of outputs, and y' is a vector of inputs, F* (yl*, z) is the negative of the normalized cost function; in the case that z is a vector of inputs, and y' is a vector of outputs, F*(yl*, z ) is the normalized revenue function; in the case that the quantities of all commodities are variable, the normalized restricted profit function is the normalized profit function. Seventh, the subgradient of a convex function F(y) at y, denoted y*, is defined by the system of inequalities F(x) 2 F(y)

I
!

is also a closed proper convex fu~~ction. Moreover, the dual of the dual, defined as

is equal to F(y): F * * ( ~ ) F(y). = Hence there is a one-to-one correspoi~dencebetween F(y) and F*(y*). Economically, this implies a one-to-one correspondence between the production function and the normnlized profit function under the assumption of closure, properness, and convexity. The precursor of this conjugacy correspondence is of course the classical Legendre transformation. This transformation was implicit in the pioneering work of Hotelling (1932) on the normalized profit function. This line of reasoning was taken up by Samuelson (1953) and Lau (1969) for the differentiable case, and by Jorgenson and Lau (1973) for the general case. One may add that with the additional that is, it must assumption of nonproducibility of the (n+ 1)st con~modity, be used as an input, the properties of F(y) and F*(y*) are completely identical - they are both nonnegative and are equal to zero at the origin.' Any function that can be used as a production function can also be used as a normalized profit function, and vice versa, and the duality is completely symmetric. The second group of approaches is based on the symmetric duality between gauge functions', or distance functions, or polar cones of convex sets. Shephard (1953) was the pioneer of this group. He proved the duality theorem between production and cost functions under the assumption of differentiability employing the concept of distance functions. Other scholars who have used similar approaches include Gorrnan (1968), McFadden (1973a), Hanoch (1973), and Jacobsen ( 1 970, 1972), among others. The third group of approaches is based 011the duality between the set of prod"&i6n po%sibilitiesand its support function. The work of Uzawa (1964), McFadden (1966) and Diewert (1971, 1973) may be classified amongst this group.
Unskilled labor appears to be the natural choice for the
(?I+ ])st

+ (y*,x-y)

Vx.

The set of all subgradients at y denoted aF(y) is referred to as the subdifferential of F(y) at y. If the subdifferential at y consists of only one element, it is equal to the gradient of F Q at y, denoted VF(y). Given the subdifferential, a closed, proper and convex function is determined up to a n additive constant. 1. I. Alternative approaches to duality theory There are as many alternative approaches to duality theory as there are individuals working in the field of duality theory. These different approaches may be approximately classified, at the risk of gross simplification, into three groups. The&~f,gfrup 2f approaches is based on the conjugacy correspondence developed by ~enchel'(l949,1953) and extended by Rockafellar (1970a). In
This This This This terminology terminology terminology terminology follows McFadden (1973a). is used by Gorrnan (1968). is used by Lau (1969). is used by Diewert (1973).

'

commodity.

67.10 CONJUGATE CONVEX FUNCTIONALS

195

p > 1 such that By E c. Given E > 0,let 6 > 0 be such that llxll < 6 implies If (x)l < E . Then for llz - yll < (1 - 8-')6, we have
z =y
for some x E

Let y be an arbitrary point in

e. Since

is (relatively) open, there is a

for each a E R. It follows that the set

+ (1 - 8-')x

= p-'(py)

+ (1 - p-')x

c with llxll < 6. Thus z E C and

T, = {x : x E C, f (x) I a) is closed. Now suppose {xi) is a sequence from C converging to x E C Let : b = lim inf f (xi). If b = - co, then x E T, = To for each a E R which is
impossible. Thus b > - co and x E Tb+ Tb+for all E > 0 In other = . words, f (x) I lim inf f (xi) which proves that f is lower semicontinuous.
X,+X X,+X

Thus f is bounded above in the sphere llz - yll < (1 - 8-')a. It follows that for sufficiently large r the point (r, y) is an interior point of [f, C]; hence, by Proposition 1,f is continuous at y. I The proof of the following important corollary is left to the reader.

Figure 7.9 shows the graph of a convex functionalf defined on a disk C C] in E2 that has closed [f, but is discontinuous (although lower semicontinuous) at a point x.

Corollary 1. A convexfunctional defined on a finite-dimensional convex set C is continuous throughout

c.

Having established the simple relation between continuity and interior points, we conclude this section by noting a property off which holds i j [f, C] happens to be closed. As illustrated in Figure 7.8, closure of [f, is related to the continuity properties off on the boundary of C. C]

Figure 7.9

7.10 Conjugate Convex Functionals

A purely abstract approach to the theory of convex functionals, including a study of the convex set Lf, C] as in the previous section, leads quite naturally to an investigation of the dual representation of this set in terms of closed hyperplanes. The concept of conjugate functionals plays a natural and fundamental role in such a study. As an important consequence of this investigation, we obtain a very general duality principle for optimization problems which extends the earlier duality results for minimum norm problems. Definition. Let f be a convex functional defined on a convex set C in a normed space X. The conjugate set C* is defined as c * = {x*
E

Figure 7.8 A nonclosed epigraph

Proposition 3.

If [f, C]

is closed, then f is lower semicontinuous on C.

Proof. The set {(a, x) E R x X : x E X) is obviously closed for each a E R. Hence, if [f, is closed, so is C]

[f, n { ( a , ~ :)x E X) = { ( a , ~ )x i C;f(x) 5 a) C] :

x*: [(x, x*> sup

x EC

- f ( x ) ] < co)

$7.10

CONJUGATE CONVEX FUNCTIONALS

197

and the functional f * conjugate to f is defined on C * as

f *(x*) = sup [(x, x*) - f (~11.

x 0C

The supremum on the right is achieved by some x since the problem is finite dimensional. We h d , by differentiation, the solution
= IxrlP-' sgn xi

Proposition 1. The conjugate set C* and the conjugate functional f * are convex and [f *, C *] is a closed convex subset o R x X *. f

Proof. For any x:, x; S P {(x, ux: U

x 0C

X* and any u, 0 < u < 1, we have

where l/p + l/q = 1. Let us investigate the relation of the conjugate functional to separating hyperplanes. On the space R x X, closed hyperplanes are represented by (r,X) E IRxX an equation of the form
((b

+ (1 - u)x,*) - f (x)) = x C {uC(x, x:) - f (x)] sup

E

+ (1 - u)C(x, x;) - f (xlll Or S P C(x, xr> - f ( 4 1 U

x EC

,X ) ,

(s,fl>> = sr + (x, x*)

(s,x%

RXK*

=k

+ (1 - a) XUP C(x, x;> - f (x)l S EC

from which it follows immediately that C* and f * are convex. Next we prove that [f *, C*] is closed. Let {(st, x*)) be a convergent sequence from [f *, C*] with (s,, x + (s, x*). We show now that : ) (s, x*) E [f *, C *]. For every i and every x E C, we have
sr 2 f *($) 2 (x, x : )

- f (x).

where s, k, and x* determine the hyperplane. Recalling that we agreed to refer to the R axis as vertical, we say that a hyperplane is nonvertical if it intersects the R axis at one and only one point. This is equivalent to the requirement that the defining linear functional (s, x*) have s # 0. If attention is restricted to nonvertical hyperplanes, we may, without loss of generality, consider only those linear functionals of the form (- 1, x*). Any nonvertical closed hyperplane can then be obtained by appropriate choice of x* and k. To develop a geometric interpretation of the conjugate functional, note that as k varies, the solutions (r, x) of the equation (x, x*)

Taking the limit as i -+ a , we obtain s 2 (x, x*) - f (x) for all x

E

-r =k

C. Therefore, s 2 sup C(x, x*) - f

XEC

from which it follows that x* E C* and s 2 f *(x*). ) We see that the conjugate functional defines a set [f *, C*] which is of the same type as [f, C] ; therefore we write [f, = Lf *, C*]. Note that iff = 0, the conjugate functionalf * becomes the support functional of C.

a*

Example 1 Let X = C = En and define, for x = (x,, x, , . . . , x,), f (x) = . l/p IxllP, 1 < p c a. Then for x* = (5,, 5,, . .. , c,),

x!=,

describe parallel closed hyperplanes in R x X. The number f *(x*) is the supremum of the values of k for which the hyperplane intersects [f, C]. Thus the hyperplane (x, x*) - r =f*(x*) is a support hyperplane of CI. In the terminology of Section 5.13, f *(x*) is the support functional h[(- 1, x*)} of the functional (- 1, x*) for the convex set [f, C]. The special feature here is that we only consider functionals of the form (- 1, x*) on R x X and thereby eliminate the need of carrying an extra variable. For the application to optimization problems, the most important geometric interpretation of the conjugate functional is that it measures vertical distance to the support hyperplane. The hyperplane

cf,

intersects the vertical axis (i.e., x =8) at (- f *(x*), 8). Thus, -f *(x*) is the vertical height of the hyperplane above the origin. (See Figure 7.10.)

198

OPTIMIZATION OF FUNCTIONALS

57.1 1

CONJUGATE CONCAVE FUNCTIONALS

199

We prove the converse by contraposition. Let (r,, x,) q [f, C]. Since ! [f, C] is closed, there is a hyperplane separating (r,, x,) and [f, C]. Thus there exist x* E X*, s, and c such that

Figure 7.10 A conjugate convex functional Another interpretation more clearly illuminates the duality between

for all (r, X) E [f, C]. It can be shown that, without loss of generality, this hyperplane can be assumed to be nonvertical and hence s # 0 (see Problem 16). Furthermore, since r can be made arbitrarily large, we must have s < 0. Thus we take s = - 1. Now it follows that (x, x*) - f (x) I c for all x E C, which implies that (c, x*) E [f *, C*]. On the other hand, c < (x, , x*) - r, implies (x, , x*) - c > r, , which implies that (r0, xo) $ *[f*, C*l. I 7.11 Conjugate Concave Functionals A development similar to that of the last section applies to concave functional~. must be stressed, however, that we do not treat concave funcIt tional~by merely multiplying by - 1 and then applying the theory for convex functionals. There is an additional sign change in part of the definition. See Problem 15. Given a concave functional g defined on a convex subset D of a vector space, we define the set [g, Dl = ((r, X) : x E D, r Ig(x)). The set [g, Dl is convex and all of the results on continuity, interior points, etc., of Section 7.9 have direct extensions here.

[f, C] and [f*, C*] in terms of the dual representation of a convex set
as a collection of points or as the intersection of half-spaces. Given the point (s, x*) E R x X*, let us associate the half-space consisting of all (r, x) E R x X satisfying (x, x*) - r l s. Then the set [f *, C *] consists of those (nonvertical) half-spaces that contain the set [f, C]. Hence [f *, C*] is the dual representation of [f , C]. Beginning with an arbitrary convex functional cp defined on a convex subset r of a dual space X*, we may, of course, define the conjugate of cp in X** or, alternatively, following the standard pattern for duality relations (e.g., see Section 5.7), define the set * r in X as

and the convex functional *cp(x) = S P C(x, x*) - cp(x*)I U

x*

Definition. Let g be a concave functional on the convex set D. The conjugate set D* is defined as
r

on * r . We then write *[p, r] = [*cp, *r]. With these definitions we have the following characterization of the duality between a convex functional and its conjugate.
Proposition 2. Let f be a convex functional on the convex set C in a normed space X. If [f, C] is closed, then [f, C] = *[[f, CI*].

D* = (x*

X*: inf[(x, x*) - g(x)] > -a),

xeD

and the functional g* conjugate to g is defined as g*(x*) = inf [(x, x*) - g(x)]:,Srp
xeD

xcD

f-f~x)

-<

X,

xc>l

Proof. We show first that [f, C] c *[f*, C*] = *[[f, CI*]. Let (r, x) E [f, C] ; then for all x* E C*, f *(x*) 2 (x, x*) -f (x). Hence, we have r 2 f(x) 2 (x, x*) -f *(x*) for all x* E C*. Thus r 2 sup [(x, x*)- f *(x*)l
x* C*

and (r,x) ~ * [ f * ,C*].

We can readily verify that D* is convex and that g* is concave. We write [g, Dl* = [g*, D*]. Since our notation does not completely distinguish between the development for convex and concave functionals, it is important to make clear which is being employed in any given context. This is particularly true when the original function is linear, since either definition of the conjugate functional might be employed and, in general, they are not equal.