Piecewise linear quadratic (plq), Maximum scale for Moreau envelope
scale = plq_me_max_scale(plqf1, ..., plqfN)
matrices. PLQ functions for which to compute the maximum scale.
constant. The maximum smoothing parameter that plq_me will accept over all the given functions.
This function computes the maximum smoothing parameter that may be passed as "lambda" or "mu" into plq_me such that a set of nonconvex functions have finite Moreau envelopes. Otherwise, if the smoothing parameter is too high, g* below will be infinite everywhere because a convex hull cannot be computed. The Moreau envelope formula is
Bryan Gardiner
, University of British Columbia, BC, Canada