real analysis - The dual function g is concave, even when the initial problem is not convex? - Mathematics Stack Exchange
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Wikipedia reads, "The dual function g is concave, even when the initial problem is not convex, because it is a point-wise infimum of affine functions." Can someone explain this? Maybe provide a basic
![](https://i.stack.imgur.com/U2sxL.png)
real analysis - The dual function g is concave, even when the