noncomputable def legendreTransform {d : ℕ} (Λ : EuclideanSpace ℝ (Fin d) → ℝ) (x : EuclideanSpace ℝ (Fin d)) : ℝ

The Legendre transform (or Legendre dual) of a function Λ : ℝᵈ → ℝ, defined by Λ*(x) = sup_{λ ∈ ℝᵈ} (⟨λ, x⟩ - Λ(λ)). This is the convex conjugate of Λ and appears, for instance, as the rate function in Cramér's theorem.