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

DOI10.1007/978-1-4419-9569-8_2zbMATH Open1250.26015arXiv1003.5866OpenAlexW1536462627MaRDI QIDQ2897273FDOQ2897273

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)

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.

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

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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)

Cites Work

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Cited In (7)

• 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
• Self-dual smoothing of convex and saddle functions

Uses Software

• na13

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