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Computational Convex Analysis

Algorithms for manipulating and visualizing convex functions.
(404 downloads for this version - 10708 downloads for all versions)
Yves Lucet
Owner Organization
University of British Columbia - Okanagan
Yves Lucet
Creation Date
May 4, 2017
Source created on
Scilab 6.0.x
Binaries available on
This toolbox is in the process of being built
            The Computational Convex Analysis numerical library contains efficient
algorithms to manipulate convex and nonconvex univariate functions, and to
compute fundamental convex analysis transforms.  Functions can be entered
explicitly or through a black box, and are approximated with quadratic splines.

The primary transforms implemented are the Legendre-Fenchel transform, the
Moreau envelope, the (generalized) proximal average, the convex hull, the
subdifferential, and Rockafellar and Fitzpatrick functions.

The library contains extensive demos, and numerous tests (476 unit tests with a
statement coverage of 85%).            
Files (1)
[3.01 MB]
Source code archive

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