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CCA (Computational Convex Analysis) >> plq > plq_me

plq_me

Piecewise linear quadratic (plq), Moreau envelope

Calling Sequence

plqme = plq_me(plqf,lambda,isConvex)

Parameters

plqf

matrix. A plq function with dimensions n x 4.

lambda

constant, positive smoothing parameter.

isConvex

%t or %f, weather plqf is convex or non-convex.

plqme

matrix. A plq function with dimensions n x 4.

Description

Compute the Moreau envelope (ME) transform of a convex plq function, where the input and output is given in the form of a plq matrix. The Moreau Envelope is computed using the formula:

Examples

lambda=1;
fctn = [%inf,1/2,0,0];
result = plq_me(fctn,lambda);

See Also

Authors

Mike Trienis, University of British Columbia, BC, Canada

Used Functions

plq_me_max_scale is called when nonconvexity conditions apply.

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