分段线性二次函数的ε-次微分的可视化
Visualization of the ε-Subdifferential of Piecewise Linear-Quadratic Functions
摘要:
显式计算一个真函数的ε-次微分等价于计算一个凸函数的水平集,即共轭减一个线性函数。由此产生的理论算法适用于类(凸单变量)分段线性二次函数,现有的数值库允许实际计算。我们可视化的结果,在一个原始的,对偶的,和次微分的意见,通过几个数值例子。我们还提供了一个可视化的Brøndsted-Rockafellar定理。
英文摘要:
Computing explicitly the ε-subdifferential of a proper function amounts to computing the level set of a convex function namely the conjugate minus a linear function. The resulting theoretical algorithm is applied to the the class of (convex univariate) piecewise linear-quadratic functions for which existing numerical libraries allow practical computations. We visualize the results in a primal, dual, and subdifferential views through several numerical examples. We also provide a visualization of the Brøndsted-Rockafellar Theorem.
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