Is the Legendre transform connected to identity in any sense? Is there a "good" way to interpolate continuously between a convex function and its Legendre transform in the sense that
$\gamma: [0,1] \rightarrow \{ \text{mappings of convex functions into convex functions} \}$
such that
$\gamma(0) = id \quad \text{and} \quad \gamma(1) = \text{Legendre transform}$
Yes, this is possible using the proximal average. The link to the official paper is https://epubs.siam.org/doi/10.1137/060664513