The Lasry-Lions double envelope approximation
L = pl_ll(X,Y,S,lambda,mu,algo)
column vector. A grid of points on which the function is sampled.
column vector. The value of the function on the grid X: usually f(i)=fu(X(i)) for some function fu.
column vector. The grid on which we want to compute the conjugate: f* is evaluated on S.
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.
text. Name of the fast algorithm used to compute the Moreau envelope
Compute numerically the Lasry-Lions double envelope of a set of planar points (X(i),Y(i)) at slopes S, i.e., (M is the Moreau envelope)
It has a complexity which is dependent on the type of algorithm used to compute the Moreau Envelope.
Yves Lucet
, University of British Columbia, BC, Canada