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The piecewise linear-quadratic model for computational convex analysis

机译:计算凸分析的分段线性二次模型

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摘要

A new computational framework for computer-aided convex analysis is proposed and investigated. Existing computational frameworks are reviewed and their limitations pointed out. The class of piecewise linear-quadratic functions is introduced to improve convergence and stability. A stable convex calculus is achieved using symbolic-numeric algorithms to compute all fundamental transforms of convex analysis. Our main result states the existence of efficient (linear time) algorithms for the class of piecewise linear-quadratic functions. We also recall that such class is closed under convex transforms. We illustrate the results with numerical examples, and validate numerically the resulting computational framework.
机译:提出并研究了一种新的计算机辅助凸分析计算框架。审查了现有的计算框架,并指出了其局限性。引入分段线性二次函数的类以提高收敛性和稳定性。使用符号数值算法来计算凸分析的所有基本变换,即可实现稳定的凸演算。我们的主要结果表明存在有效的(线性时间)算法,用于分段线性二次函数。我们还记得在凸变换下此类是封闭的。我们用数值示例说明了结果,并在数值上验证了所得的计算框架。

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