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Computational convex analysis : from continuous deformation to finite convex integration

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Title: Computational convex analysis : from continuous deformation to finite convex integration
Author: Trienis, Michael Joseph
Degree Master of Science - MSc
Program Interdisciplinary Studies
Copyright Date: 2007
Publicly Available in cIRcle 2008-11-20
Subject Keywords Convex analysis; Convex function; Proximal average; PLQ (piecewise linear-quadratic); Nonconvex; Algorithm; Primal-dual symmetric antiderivatives; Rockafellar functions
Abstract: After introducing concepts from convex analysis, we study how to continuously transform one convex function into another. A natural choice is the arithmetic average, as it is pointwise continuous; however, this choice fails to average functions with different domains. On the contrary, the proximal average is not only continuous (in the epi-topology) but can actually average functions with disjoint domains. In fact, the proximal average not only inherits strict convexity (like the arithmetic average) but also inherits smoothness and differentiability (unlike the arithmetic average). Then we introduce a computational framework for computer-aided convex analysis. Motivated by the proximal average, we notice that the class of piecewise linear-quadratic (PLQ) functions is closed under (positive) scalar multiplication, addition, Fenchel conjugation, and Moreau envelope. As a result, the PLQ framework gives rise to linear-time and linear-space algorithms for convex PLQ functions. We extend this framework to nonconvex PLQ functions and present an explicit convex hull algorithm. Finally, we discuss a method to find primal-dual symmetric antiderivatives from cyclically monotone operators. As these antiderivatives depend on the minimal and maximal Rockafellar functions [5, Theorem 3.5, Corollary 3.10], it turns out that the minimal and maximal function in [12, p.132,p.136] are indeed the same functions. Algorithms used to compute these antiderivatives can be formulated as shortest path problems.
URI: http://hdl.handle.net/2429/2799

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