Convexity of the proximal average
Let \(\lambda \in [ 0,1]\) and \(\mu >0\). The proximal average of the lower semicontinuous proper convex functions \(f_{0},f_{1}:\mathbb{R}^{d}\to]-\infty ,+\infty ]\) was defined by \textit{H. H. Bauschke, E. Matoušková} and \textit{S. Reich} [Nonlinear Anal., Theory Methods Appl., Ser. A 56, No. 5, 715--738 (2004; Zbl 1059.47060)] by \(\mathcal{P}_{\mu }(f_{0},f_{1};\lambda )(\xi )=\inf_{(1-\lambda)y_{0}+\lambda y_{1}=\xi }\{(1-\lambda )f_{0}(y_{0})+\lambda f_{1}(y_{1})+\frac{(1-\lambda )\lambda }{2\mu }||y_{0}-y_{1}||^{2}\}\). The authors prove that this function is separately convex in \(\mu \) and \(\lambda \), and give examples of convex quadratic functions \(f_{0}\) and \(f_{1}\) showing that it is not necessarily convex in any of the pairs \((\xi ,\lambda ),\) \((\lambda, \mu )\), \((\xi ,\mu )\) and \((f_{0},f_{1})\). They also propose some interpolation algorithms for plotting proximal averages, and present computational experience to show their efficiency in terms of computational time and image file size.
- A fast computational algorithm for the Legendre-Fenchel transform
- A proximal average for nonconvex functions: a proximal stability perspective
- A theory of anti-selfdual Lagrangians: stationary case
- Algorithm 790: CSHEP2D
- An Algorithm for Computing a Shape-Preserving Osculatory Quadratic Spline
- Convex programming for disjunctive convex optimization
- Fast Moreau envelope computation I: Numerical algorithms
- Faster than the fast Legendre transform, the linear-time Legendre transform
- How to Transform One Convex Function Continuously into Another
- Interpolation by Convex Quadratic Splines
- Numerical computation of Fitzpatrick functions
- On a functional operation generating convex functions. I: Duality
- On a functional operation generating convex functions. II: Algebraic properties
- 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 operators on convex functionals; geometric mean and square root of convex functionals
- Self-dual Partial Differential Systems and Their Variational Principles
- Self-dual smoothing of convex and saddle functions
- 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 Proximal Average: Basic Theory
- What shape is your conjugate? A survey of computational convex analysis and its applications
- Convexity-like inequalities for averages in a convex set
- A geometric mean of parameterized arithmetic and harmonic means of convex functions
- Computation of the epsilon-subdifferential of convex piecewise linear-quadratic functions in optimal worst-case time
- The NC-proximal average for multiple functions
- Computing the partial conjugate of convex piecewise linear-quadratic bivariate functions
- Self-Dual Smooth Approximations of Convex Functions via the Proximal Average
- Graph-matrix calculus for computational convex analysis
- Computing the conjugate of convex piecewise linear-quadratic bivariate functions
- The proximal average for saddle functions and its symmetry properties with respect to partial and saddle conjugacy
- A proximal average for nonconvex functions: a proximal stability perspective
- The Proximal Average: Basic Theory
- Pseudoconvexity properties of average cost functions
- The Bregman proximal average
- A proximal average for prox-bounded functions
- Do Minkowski averages get progressively more convex?
- How to Transform One Convex Function Continuously into Another
- Techniques and open questions in computational convex analysis
- Convex hull algorithms for piecewise linear-quadratic functions in computational convex analysis
- The optimal value and optimal solutions of the proximal average of convex functions
This page was built for publication: Convexity of the proximal average
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q630022)
