Self-Dual Smooth Approximations of Convex Functions via the Proximal Average

DOI10.1007/978-1-4419-9569-8_2MaRDI QIDQ2897273zbMATH OpenOpenAlexFDO

Authors Heinz H. Bauschke, Sarah M. Moffat, Xianfu Wang

Publication date 10 July 2012

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.5866

zbMATH Keywords

convex functionapproximationMoreau envelopeFenchel conjugateproximal averageGoebel smoothing operator

Mathematics Subject Classification ID

Convex programming (90C25) Numerical smoothing, curve fitting (65D10) Continuity and differentiation questions (26B05) Convexity of real functions of several variables, generalizations (26B25)

Abstract: The proximal average of two convex functions has proven to be a useful tool in convex analysis. In this note, we express Goebel's self-dual smoothing operator in terms of the proximal average, which allows us to give a simple proof of self duality. We also provide a novel self-dual smoothing operator. Both operators are illustrated by smoothing the norm.

Recommendations

• Epi-convergence properties of smoothing by infimal convolution
• Gradient consistency for integral-convolution smoothing functions
• Self-dual smoothing of convex and saddle functions
• Convexity of the proximal average
• scientific article; zbMATH DE number 1802671
• scientific article; zbMATH DE number 980225
• scientific article; zbMATH DE number 720241
• Smoothing a polyhedral convex function via cumulant transformation and homogenization
• On approximate unsmoothing of functions
• Sets of differentials and smoothness of convex functions

Cites work

• scientific article; zbMATH DE number 1807400 (Why is no real title available?)
• scientific article; zbMATH DE number 1057311 (Why is no real title available?)
• scientific article; zbMATH DE number 3893867 (Why is no real title available?)
• Convex Analysis
• Entropic Proximal Mappings with Applications to Nonlinear Programming
• Faster than the fast Legendre transform, the linear-time Legendre transform
• Graph-matrix calculus for computational convex analysis
• How to Transform One Convex Function Continuously into Another
• Primal-Dual Symmetric Intrinsic Methods for Finding Antiderivatives of Cyclically Monotone Operators
• Projection and proximal point methods: Convergence results and counterexamples.
• Proximité et dualité dans un espace hilbertien
• Self-dual Regularization of Monotone Operators via the Resolvent Average
• Self-dual smoothing of convex and saddle functions
• Signal Recovery by Proximal Forward-Backward Splitting
• The Proximal Average: Basic Theory
• The kernel average for two convex functions and its application to the extension and representation of monotone operators
• The piecewise linear-quadratic model for computational convex analysis
• The problem of optimal smoothing for convex functions
• The proximal average for saddle functions and its symmetry properties with respect to partial and saddle conjugacy

Cited in

(7)

• Self-dual smoothing of convex and saddle functions
• Techniques and open questions in computational convex analysis
• The NC-proximal average for multiple functions
• Computing the conjugate of convex piecewise linear-quadratic bivariate functions
• The optimal value and optimal solutions of the proximal average of convex functions
• Computation of the epsilon-subdifferential of convex piecewise linear-quadratic functions in optimal worst-case time
• Computing the partial conjugate of convex piecewise linear-quadratic bivariate functions

Describes a project that uses

Uses Software

• na13

This page was built for publication: Self-Dual Smooth Approximations of Convex Functions via the Proximal Average

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2897273)