Convexity of the proximal average

DOI10.1007/S10957-010-9747-5zbMATH Open1215.26010OpenAlexW1989390764MaRDI QIDQ630022FDOQ630022

Authors Valentin R. Koch, Yves Lucet, Jennifer Ann Johnstone 

Publication date 10 March 2011

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2429/27048

zbMATH Keywords

interpolationconvex analysisconvexityproximal average

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Convex functions and convex programs in convex geometry (52A41)

Recommendations

• The Proximal Average: Basic Theory
• How to Transform One Convex Function Continuously into Another
• The optimal value and optimal solutions of the proximal average of convex functions
• A proximal average for prox-bounded functions
• The NC-proximal average for multiple functions

Cites work

• 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 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
• What shape is your conjugate? A survey of computational convex analysis and its applications

Cited in

(19)

• The proximal average for saddle functions and its symmetry properties with respect to partial and saddle conjugacy
• Pseudoconvexity properties of average cost functions
• A proximal average for prox-bounded functions
• The Proximal Average: Basic Theory
• Self-Dual Smooth Approximations of Convex Functions via the Proximal Average
• How to Transform One Convex Function Continuously into Another
• Computation of the epsilon-subdifferential of convex piecewise linear-quadratic functions in optimal worst-case time
• Techniques and open questions in computational convex analysis
• A geometric mean of parameterized arithmetic and harmonic means of convex functions
• The Bregman proximal average
• Convex hull algorithms for piecewise linear-quadratic functions in computational convex analysis
• Computing the partial conjugate of convex piecewise linear-quadratic bivariate functions
• Computing the conjugate of convex piecewise linear-quadratic bivariate functions
• The NC-proximal average for multiple functions
• The optimal value and optimal solutions of the proximal average of convex functions
• A proximal average for nonconvex functions: a proximal stability perspective
• Do Minkowski averages get progressively more convex?
• Convexity-like inequalities for averages in a convex set
• Graph-matrix calculus for computational convex analysis

Describes a project that uses

Uses Software

• Scilab
• CSHEP2D
• na24
• na13

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