Visualization of the -subdifferential of piecewise linear-quadratic functions

DOI10.1007/S10589-017-9892-YMaRDI QIDQ2013149zbMATHOpenAlexFDO

Authors Anuj Bajaj, Warren L. Hare, Yves Lucet

Publication date 3 August 2017

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.08239

zbMATH Keywords

visualizationconvex functionsubdifferentialspiecewise linear-quadratic functionscomputational convex analysis (CCA)\(\varepsilon \)-subdifferentials

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25)

Abstract: Computing explicitly the {epsilon}-subdifferential of a proper function amounts to computing the level set of a convex function namely the conjugate minus a linear function. The resulting theoretical algorithm is applied to the the class of (convex univariate) piecewise linear-quadratic functions for which existing numerical libraries allow practical computations. We visualize the results in a primal, dual, and subdifferential views through several numerical examples. We also provide a visualization of the Br{o}ndsted-Rockafellar Theorem.

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Cited in

(2)

• Continuous outer subdifferentials in nonsmooth optimization
• Computation of the epsilon-subdifferential of convex piecewise linear-quadratic functions in optimal worst-case time

Describes a project that uses

Uses Software

• Scilab
• PLCP
• SQPlab
• CCA

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