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CCA (Computational Convex Analysis) >> opt > opt_me

# opt_me

Convex operators via optimization (OPT), Moreau envelope

### Calling Sequence

    [y, argmin] = opt_me(f, df, domf, x, lambda, output)

### Parameters

f

  Univariate function, continuous but (potentially) nonsmooth.

df

  Univariate function: derivative of f.

domf

  Domain of the function f (set of points where the function is finite). Domains are stored as intervals I=[lb,ub] with ub<lb storing an empty set.

x

  Vector of points at which to evaluate the Moreau envelope.

lambda

  Real number. Positive smoothing parameter.

output

  0: no output, 1: progress bar.

y

  The values of the Moreau envelope evaluated at each x.

argmin

  A point at which the Moreau envelope attains its minimum, for each x.

### Description

Computes the Moreau envelope of f (with smoothing parameter lambda) evaluated on vector x, giving the values y such that

### Authors

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

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