Perspective functions: properties, constructions, and examples

DOI10.1007/S11228-017-0407-XMaRDI QIDQ1653321zbMATH OpenOpenAlexFDO

Authors Patrick L. Combettes

Publication date 3 August 2018

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.01552

zbMATH Keywords

Berhu functionconvex functionconvex optimizationHuber functionintegral functionalperspective functionstatistical divergence

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Special properties of functions of several variables, Hölder conditions, etc. (26B35) Convex programming (90C25)

Abstract: Many functions encountered in applied mathematics and in statistical data analysis can be expressed in terms of perspective functions. One of the earliest examples is the Fisher information, which appeared in statistics in the 1920s. We analyze various algebraic and convex-analytical properties of perspective functions and provide general schemes to construct lower semicontinuous convex functions from them. Several new examples are presented and existing instances are featured as special cases.

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Cited in

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