## Name

pl_me_pe — Moreau envelope, PE algorithm

## Calling Sequence

    M = pl_me_pe(x0,xn,f)

## Parameters

x0

  real number. Lower bound of the interval.

xn

  real number. Upper bound of the interval.

f

  column vector. The value of the function on the grid X=(x0:h:xn)'; where n=length(f), and h=(xn-x0)/(n-1); so f(i)=fu(X(i)) for some function fu.

M

  column vector. Contains the value of the Moreau envelope M of the function f evaluated on at the points S(j). In other words: M(j) = Min(||S(j) - X(i)||^2 + f(i) | over all indexes i)

## Description

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Compute numerically the discrete Moreau envelope of a set of planar points (X(i),f(i)) at slopes S(j)=X(j), i.e.

                                              2
           M(j) = min f(i) + || s(j) - x(i) ||.
                   i

It reduces computation to a 1,..,n grid with

               2               2                    2
        M(j)= h * min [ ||j-i|| + f(x_0 + i * h) / h  ]
                   i

The algorithms runs in linear time Theta(n) with n=length(X)=length(f) by computing the lower parabolic envelope (PE).

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## Examples

        X=[-5:0.5:5]';
        Y=X.^2;
        M=pl_me_pe(-5,5,Y)

## See Also

pl_me_pe_2d , pl_me_direct , pl_me_llt , pl_me_nep

## Authors

`Yves Lucet`, University of British Columbia, BC, Canada

## Bibliography

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