A numerical approach to variational problems subject to convexity constraint (Q5944669): Difference between revisions

The problem to minimize the elliptic functional of the form \[ J(u)= \int_\Omega j(x,u(x),\nabla u(x)) dx \] on the set of convex functions \(u\) in an appropriate functional space \(X\) is important in economical applications. An approximate algorithm for solving this problem is introduced. A special case gives the convex envelope \(u^{**}_0\) of a given function \(u_0\). Let \(\{T_n\}\) be any quasiuniform sequence of meshes whose diameter goes to zero and \(I_n\) the corresponding affine interpolation operators. It is proved that the minimizer over \(C\) is the limit of sequence \(\{u_n\}\), where \(u_n\) minimizes the functional over \(I_n(C)\). The implementable characterization of \(I_n(C)\) is also given. It is shown that the finite-dimensional problem turns out to be a minimization problem with linear constraints.