Convex operators via optimization (OPT), Convex hull
[y, argmin] = opt_co(f, df, domf, x, output)
Univariate function, continuous but (potentially) nonsmooth.
Univariate function: derivative of f.
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.
Vector of points at which to evaluate the convex hull.
0: no output, 1: progress bar.
CURRENTLY BROKEN: NEED A NONCONVEX NONSMOOTH SOLVER (Neldermead in Scilab 5.2.0: fminsearch with infinite penalization or neldermead with Box complex algorithm). BUT optim WON'T WORK SINCE 'nd' IS A BUNDLE METHOD (only works for convex functions).
Computes the convex hull of a (potentially) nonconvex function f, evaluated on vector s, giving the values y such that
where x1,x2,lambda are vectors of the same dimension as x.