Computational Convex Analysis
This
CECM
project aims to produce hybrid symbolic/numeric code for the efficient computation of the basic objects of convex analysis.
A. Numerical Computation
Numeric / continuous
Numerical Computation of the Fenchel conjugate
(in
Maple
and in
Matlab
).
Numerical Computation of Convex transforms
(in
Maple
): Moreau envelope, proximal mapping, Lasry-Lions double envelope, Proximal Hull, Pasch-Hausdorff envelope or Lipschitz regularization.
An inf-convolution
B. Symbolic Computation (in
Maple
)
Functions on the real-line:
Fenchel conjugates and subdifferentials for convex functions
.
Fenchel conjugates and biconjugates of quartic polynomials
Univariate Conjugate
C. Code we would like to have
D. Related web sites
Yves Lucet
Last modified: May 19, 1999