Proof. [04R1]
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Proof.
First we define a convex piecewise-linear function whose corner locus is and then choose a function such that is the Legendre transform of . Note that the finiteness condition in Definition 1 implies that there are finitely many connected components in .
We define the function inductively. Choose any connected component of as a “reference component”. Define . Suppose that is a component of such that there exists an adjacent component where is already defined.
Let be the -cell of of separating from . Let be the covector associated to (recall that the weight of is incorporated into ) with the co-orientation directed from to . Let be the linear function extending . We define . By the balancing condition the result does not depend on the choice of the adjacent component where is already defined.
To define we take the Legendre transform of . This amounts to associating each component a point equal to the gradient of and setting . Thus, the number of elements of the set is equal to the number of components of .
The ambiguity Remark 1.3.3 comes from taking the Legendre transform of non-convex functions . It coincides with the Legendre transform of the underlying convex function . (In fact, nothing changes if we assume that is defined on the whole by letting for .) The ambiguities Remark 1.3.1 and 1.3.2 come from the ambiguity in assigning a linear function for . ∎