Visualization of the -subdifferential of piecewise linear-quadratic functions

DOI10.1007/S10589-017-9892-YzbMATH Open1406.90092arXiv1709.08239OpenAlexW2580510829MaRDI QIDQ2013149FDOQ2013149

Anuj Bajaj, Yves Lucet, Warren L. Hare

Publication date: 3 August 2017

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

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.

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)

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Cited In (2)

• Continuous outer subdifferentials in nonsmooth optimization
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Uses Software

• Scilab
• PLCP
• SQPlab
• CCA

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