Parametric Moreau Envelope, PME algorithm
[M, z] = pl_me_plt(X, f, df)
column vector. A grid of points on which the function is sampled.
column vector. The value of the function on the grid X: usually Y(i)=f(X(i)) for some function f.
column vector. The value of the derivative of the function f evaluated on X, which is also the slope.
Compute numerically the discrete Moreau envelope of a set of planar points (X(i),f(i)) at slopes S(j), i.e.
2 M(j) = min f(i) + || s(j) - x(i) ||. i | ![]() | ![]() |
Yves Lucet
, University of British Columbia, BC, Canada