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CCA (Computational Convex Analysis) >> gph > gph_lft

gph_lft

Graph-matrix calculus (GPH), Legendre-Fenchel conjugate

Calling Sequence

gphstar = gph_lft(gph,check)

Parameters

gph

matrix. A function in GPH matrix form.

check

Boolean. To check graph structure (disabled for benchmarking)

gphstar

matrix. The conjugate of the function gph, in GPH matrix form.

Description

Computes the Legendre-Fenchel conjugate of a given GPH function. For a convex PLQ function f with GPH matrix [x;s;y], the GPH matrix of the conjuagte, f*, is

Examples

gph = [-1,  0, 0, 1, 2; ..
       -1, -1, 0, 0, 2; ..
        1,  0, 0, 0, 1];
gphstar = gph_lft(gph),
scf(); gph_plot(gph, gphstar);

See Also

Authors

Bryan Gardiner, University of British Columbia, BC, Canada


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