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CCA (Computational Convex Analysis) >> pl > _pl_fusion

_pl_fusion

[Internal function] Merge 2 increasing sequences using classical programming; used to compute the Legendre-Fenchel conjugate.

Calling Sequence

fH = _pl_fusion(C,S)

Parameters

C

Column vector, C(i) = (f(X(i+1) - f(X(i)) / (X(i+1) - X(i))

for some function f on a grid X.

S

Column vector. The grid on which we want to compute the conjugate: f* is evaluated on S.

fH

Column vector. Index at which the slope S(i) support the epigraph.

Description

Examples

X=[-5:0.5:5]';
Y=X.^2;
C=(Y(2:size(Y,1))-Y(1:size(Y,1)-1))./(X(2:size(X,1))-X(1:size(X,1)-1));
S=C-0.25*ones(size(C, 1));
[fH]=_pl_fusion(C,S)

See Also

Authors

Yves Lucet, University of British Columbia, BC, Canada

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