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CCA (Computational Convex Analysis) >> opt > opt_ka

opt_ka

Convex operators via optimization (OPT), Kernel average

Calling Sequence

[y, argmin] = opt_ka(f1, df1, domf1, f2, df2, domf2, g, dg, domg, x, lambda, output)

Parameters

f1, f2, g

Univariate functions, continuous but (potentially) nonsmooth.

df1, df2, dg

Univariate functions: derivatives of f1, f2, g (respectively).

domf1, domf2, domg

Domains of functions f1, f2, g (set of points where function is finite). Domains are stored as intervals I=[lb,ub] with ub<lb storing an empty set.

x

Vector of points at which to evaluate the kernel average.

lambda

real number. lambda1 = 1 - lambda. lambda2 = lambda.

output

0: no output, 1: progress bar.

y

The values of the kernel average evaluated at x.

argmin

A point at which the kernel average attains its minimum, for each x.

Description

Computes the (kernel average) g-average of f1 and f2 evaluated on vector x, giving the values y such that

Authors

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