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CCA (Computational Convex Analysis) >> plq > plq_pa

plq_pa

Piecewise linear quadratic (plq), convex proximal average via conjugates

Calling Sequence

pa = plq_pa(f1,f2,lambda_pa)

Parameters

f1

matrix. A plq function with dimensions n x 4.

f2

matrix. A plq function with dimensions n x 4.

lambda_pa

constant. An intermediate function.

pa

matrix. A plq function with dimensions n x 4.

Description

Compute the proximal average (PA) of two plq functions at a specified lambda_pa value. The PA is computed using the following formula, where * represents the Fenchel Conjugate.

Examples

lambda_pa = 0.5;
f1 = [%inf, 0, 1, 0];
f2 = [%inf, 0, -1, 5]; 
result = plq_pa(f1, f2, lambda_pa);

See Also

Authors

Mike Trienis, University of British Columbia, BC, Canada

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