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CCA (Computational Convex Analysis) >> gph > gph_plq

gph_plq

Convert a standard PLQ model to a Graph-Matrix Calculus (GPH) model.

Calling Sequence

gph = gph_plq(plq)

Parameters

plq

matrix. A PLQ function.

Description

Converts a PLQ function into a matrix representing its subdifferential by storing points on the subdifferential's graph, as well as the values of the original function, in order to be able to integrate.

This function runs in linear time with respect to the number of pieces in the PLQ function.

Examples

// The absolute-value function.
plq = [0,0,-1,0; %inf,0,1,0];
gph = gph_plq(plq),
// gph  =
// 
//  - 1.    0.    0.    1.  
//  - 1.  - 1.    1.    1.  
//    1.    0.    0.    1.  

// A "\_/" function.
plq = [0,0,-1,0; 1,0,0,0; %inf,0,1,-1];
gph = gph_plq(plq),
// gph  =
// 
//  - 1.    0.    0.    1.    1.    2.  
//  - 1.  - 1.    0.    0.    1.    1.  
//    1.    0.    0.    0.    0.    1.

See Also

Authors

Bryan Gardiner, University of British Columbia, BC, Canada


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