How to evaluate Lengendre-Fenchel conjugate in CVX? Uncategorized Oct 1, 2018 C creator Oct 1, 2018 #1 I have a dual convex optimization problem and the maximization function contain a Lengendre-Fenchel conjugate loss defined by lc(z)=sup(zt-l(t)). The sup is defined over âtâ. Any idea how can I evaluate lc(z) in a maximization function?