CCA (Computational Convex Analysis)


Table of Contents

CCA — Computational Convex Analysis toolbox description
pl_bb — Lower convex envelope/convex hull, Beneath-Beyond algorithm
pl_lft_generic — Generic Legendre Fenchel Transform (LFT)
fusion — [Internal function] Merge 2 increasing sequences using classical programming; used to compute the Legendre-Fenchel conjugate.
fusionsci — [Internal function] Merge 2 increasing sequences using scilab syntax; used to compute the Legendre-Fenchel conjugate.
gph_plq — Convert a standard PLQ model to a PLQ subdifferential model.
pl_ll — The Lasry-Lions double envelope approximation
pl_lft_direct — [For comparison only] Legendre-Fenchel conjugate, direct computation
pl_lft_direct_2d — [For comparison only] 2D Legendre-Fenchel conjugate, direct computation
pl_lft_direct_d — [For comparison only] Legendre-Fenchel conjugate, direct computation on {1,...,n}
pl_lft_llt — Legendre-Fenchel conjugate, LLT algorithm
pl_lft_llt_2d — 2D Legendre-Fenchel conjugate, LLT algorithm
pl_lft_llt_d — Legendre-Fenchel conjugate, LLT algorithm on {1,...,n}
pl_lft_plt — Parametric Legendre Transform, PLT algorithm
pl_me_brute_2d — [For comparison only] 2D Moreau envelope, brute force computation
pl_me_direct — [For comparison only] Moreau envelope, direct computation
pl_me_direct_2d — [For comparison only] 2D Moreau envelope, direct computation
pl_me_llt & #82 1 2; Mor eau env elo p e, LLT al g orith m
pl_me_llt_2d — 2D Moreau envelope, LLT algorithm
pl_me_nep — Moreau envelope for convex functions, NEP algorithm
pl_me_nep_2d — 2D Moreau envelope for convex functions, NEP algorithm
pl_me_pe — Moreau envelope, PE algorithm
pl_me_pe_2d — 2D Moreau envelope, PE algorithm
pl_me_plt — Parametric Moreau Envelope, PME algorithm
pl_me_generic — Generic Moreau envelope
op_fitz — Evaluate the Fitzpatrick function of a given operator on a grid using the LLT2d algorithm.
op_fitz_brute — [For comparison only] Evaluate the Fitzpatrick function of a given operator on a grid.
op_fitz_direct — [For comparison only] Evaluate the Fitzpatrick function of a given operator on a grid.
op_fitzinf — Evaluate the Fitzpatrick function of infinite order of an operator on a grid using Rockafellar functions.
plq_add — Piecewise linear quadratic (plq), addition of two plq functions
plq_build — Piecewise linear quadratic (plq), build a zeroth- or first-order function approximation
plq_clean — Piecewise linear quadratic (plq), clears duplicate rows
plq_co — Piecewise linear quadratic (plq), Convex hull
plq_conv_on_interval — Piecewise linear quadratic (plq), two-piece convexity on interval
plq_eval — Piecewise linear quadratic (plq), evaluate a plq function on a grid
plq_fitzinf0 — Compute the PLQ Fitzpatrick function of infinite order of an operator on an (x,0) grid using Rockafellar functions.
plq_fitzinf0_direct — [For comparison only] Compute the PLQ Fitzpatrick function of infinite order of an operator on an (x,0) grid using Rockafellar functions.
plq_function — Piecewise linear quadratic (plq) function description
plq_gph — Convert a PLQ subdifferential model to a standard PLQ model.
plq_lft — Pie cew ise linear quadra t ic (plq), Legendre-Fenchel conjugate
plq_max — Piecewise linear quadratic (plq), Maximum function
plq_me — Piecewise linear quadratic (plq), Moreau envelope
plq_me_max_scale — Piecewise linear quadratic (plq), Maximum scale for Moreau envelope
plq_min — Piecewise linear quadratic (plq), Minimum function
plq_pa — Piecewise linear quadratic (plq), convex proximal average via conjugates
plq_pa_mu — Piecewise linear quadratic (plq), nonconvex proximal average via Moreau envelopes
plq_plot — Piecewise linear quadratic (plq), plot function
plq_plotMultiple — Piecewise linear quadratic (plq), plot multiple functions
plq_plotpa — Piecewise linear quadratic (plq), plot convex proximal average
plq_plotpa_lambdaSet — Piecewise linear quadratic (plq), plot nonconvex proximal average over lambda
plq_plotpa_muSet — Piecewise linear quadratic (plq), plot nonconvex proximal average over the smoothing parameter mu
plq_proj — Piecewise linear quadratic (plq), projection of a (not necessarily convex) function on the set of plq (convex) functions
plq_rock — Compute the PLQ Rockafellar function R(A,a(k)) of an operator A.
plq_scalar — Piecewise linear quadratic (plq), multiply a plq function by a scalar