Graph-Matrix Calculus for Computational Convex Analysis

DOI10.1007/978-1-4419-9569-8_12zbMath1242.90163OpenAlexW59637485MaRDI QIDQ2897284

Yves Lucet, Bryan Gardiner

Publication date: 10 July 2012

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

Full work available at URL: https://doi.org/10.1007/978-1-4419-9569-8_12

zbMATH Keywords

convex functionLegendre-Fenchel transformsubdifferential operatorFenchel conjugatecomputational convex analysiscomputer-aided convex analysisproximal averageproximal mapping

Mathematics Subject Classification ID

Convex programming (90C25) Monotone operators and generalizations (47H05) Convex functions and convex programs in convex geometry (52A41) Convexity of real functions in one variable, generalizations (26A51) Convexity of real functions of several variables, generalizations (26B25)

Related Items

Self-Dual Smooth Approximations of Convex Functions via the Proximal Average ⋮ A linear-time algorithm to compute the conjugate of convex piecewise linear-quadratic bivariate functions ⋮ Computing the conjugate of convex piecewise linear-quadratic bivariate functions ⋮ Computing the partial conjugate of convex piecewise linear-quadratic bivariate functions ⋮ Techniques and Open Questions in Computational Convex Analysis ⋮ Computation of the epsilon-subdifferential of convex piecewise linear-quadratic functions in optimal worst-case time

Uses Software

• na24
• na13

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