On Convex Functions and the Finite Element Method

DOI10.1137/080720917MaRDI QIDQ3584640zbMATH OpenOpenAlexFDO

Authors Néstor E. Aguilera, Pedro Morin

Publication date 30 August 2010

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.1780, http://hdl.handle.net/11336/84278

zbMATH Keywords

optimizationprojectionconvex functionnumerical experimentsfinite element methodadaptive meshesdiscrete versionsemidefinite programming Hessian

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Semidefinite programming (90C22) Nonsmooth analysis (49J52) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: Many problems of theoretical and practical interest involve finding a convex or concave function. For instance, optimization problems such as finding the projection on the convex functions in $H^k(Omega)$, or some problems in economics. In the continuous setting and assuming smoothness, the convexity constraints may be given locally by asking the Hessian matrix to be positive semidefinite, but in making discrete approximations two difficulties arise: the continuous solutions may be not smooth, and an adequate discrete version of the Hessian must be given. In this paper we propose a finite element description of the Hessian, and prove convergence under very general conditions, even when the continuous solution is not smooth, working on any dimension, and requiring a linear number of constraints in the number of nodes. Using semidefinite programming codes, we show concrete examples of approximations to optimization problems.

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Cited in

(18)

• \(H^1\)-projection into the set of convex functions: A saddle-point formulation
• On uniform consistent estimators for convex regression
• Adaptive, anisotropic and hierarchical cones of discrete convex functions
• The numerical solution of Newton's problem of least resistance
• Approximating optimization problems over convex functions
• Convex hull property and maximum principle for finite element minimisers of general convex functionals
• Two-scale method for the Monge-Ampère equation: convergence to the viscosity solution
• Conforming approximation of convex functions with the finite element method
• Convergent semi-Lagrangian methods for the Monge-Ampère equation on unstructured grids
• Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Ampère equation
• Numerical approximation of optimal convex and rotationally symmetric shapes for an eigenvalue problem arising in optimal insulation
• Optimal-transport -- based mesh adaptivity on the plane and sphere using finite elements
• Finite element methods for fully nonlinear second order PDEs based on a discrete Hessian with applications to the Monge-Ampère equation
• Hessian recovery for finite element methods
• Convergent two-scale filtered scheme for the Monge-Ampère equation
• Discontinuous Galerkin methods for a class of nonvariational problems
• On function spaces related to finite element approximation theory
• Numerical Approximation of Optimal Convex Shapes

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