Piecewise linear quadratic (plq), Lasry-Lions double envelope
plqg = plq_ll(plqf, lambda, mu)
matrix. A PLQ function.
constant. This value determines how close the Lasry-Lions envelope will be to the original function.
constant. This value determines the smoothness factor inside the nonconvex function (i.e. not on the convex hull). Note: mu > lambda.
matrix. The resulting PLQ function.
Computes the Lasry-Lions double envelope of a given PLQ function, using the formula (M is the Moreau envelope)
This algorithm, like its subroutines, runs in linear time.
Bryan Gardiner
, University of British Columbia, BC, Canada