Problem: For $p \in [1,\infty)$, $q$ the conjugate of $p$, and $f \in L^P(E)$m show that $$||f||_p = \max_{g \in L^q(E), ||g||_q \le 1} \int_E fg$$. Proof: Assuming that $||g||_q \le 1$, the Holder inequality and monotonicity of the integral tell us that $\int_{E} fg \le \int_E |fg| \le ||f||_p ||g||_q \le ||f||_p$, so that $\max_{||g||_q \le 1} \int_E fg \le ||f||_p$. But $f^* \in L^q(E)$ and satisfies $||f^*||_q$ and $\int_E f f^*$ = ||f||_p$...