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MediumInformation Theoryinfo-252

Convex Conjugate of exp

Problem

Return the convex conjugate of f(x) = exp(x):

f*(y) = sup_x (x * y - exp(x)) = y * ln(y) - y for y > 0

and 0 at y = 0.

Hint

The conjugate of the exponential is the negative entropy of a Poisson-like variable.

Test cases

case 1
in: [1]
expected: -1
case 2
in: [2]
expected: -0.6137056388801094
case 3
in: [0.5]
expected: -0.8465735902799727
case 4
in: [0]
expected: 0
Starter codePython
import math
def convex_conjugate_exp(y):
    # Your code here
    pass

4 test cases · run your code against them in the editor