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CCA (Computational Convex Analysis) >> opt > opt_me

opt_me

Convex operators via optimization (OPT), Moreau envelope

Calling Sequence

[y, argmin] = opt_me(f, df, domf, x, lambda, output)

Parameters

f

Univariate function, continuous but (potentially) nonsmooth.

df

Univariate function: derivative of f.

domf

Domain of the function f (set of points where the 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 Moreau envelope.

lambda

Real number. Positive smoothing parameter.

output

0: no output, 1: progress bar.

y

The values of the Moreau envelope evaluated at each x.

argmin

A point at which the Moreau envelope attains its minimum, for each x.

Description

Computes the Moreau envelope of f (with smoothing parameter lambda) evaluated on vector x, giving the values y such that

Authors

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