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CCA (Computational Convex Analysis) >> plq > plq_rock

plq_rock

Compute the PLQ Rockafellar function R(A,a(k)) of an operator A.

Calling Sequence

R = plq_rock(B, k)

Parameters

B

matrix. A matrix [a;bm;bp] where a, bm (b-), and bp (b+) are row vectors as defined below.

k

integer. 1<=k<=m. The index of the a values for which to compute R(A,a(k)). i<=k use bm, i>=k use bp.

R

matrix. Computed matrix of Rockfellar function R(A,a(k)) of an operator A

Description

Compute the PLQ Rockafellar function R(A,a(k)) of an operator A, where B is defined below. This function runs in linear time, computing a PLQ piece for each i=1:m+1 where a(i-1) < x <= a(i).

Examples

a = 1:5;
bm = [-10,-4, 1, 2, 5];
bp = [- 5, 0, 2, 4, 7];
B = [a;bm;bp];
plq_rock(B, 1),
plq_rock(B, 5),

See Also

Authors

Bryan Gardiner, University of British Columbia, BC, Canada


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