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arXiv 2406.02003math.OC
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Laplace Meets Moreau: 使用 Laplace 方法对下卷积的平滑逼近

Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace's Method

Ryan J. Tibshirani, Samy Wu Fung, Howard Heaton, Stanley Osher

AI总结:

本文研究了基于Laplace方法对Moreau包络和下卷积的平滑逼近,指出了该联系在优化和偏微分方程研究中的重要应用价值。

摘要:

我们研究基于 Laplace 方法对 Moreau 包络——以及更广泛的下卷积——的逼近。Laplace 方法是分析中的经典工具,它将某些积分与其被积函数的上确界联系起来。我们认为,在优化和偏微分方程的研究中,Laplace 方法与下卷积之间的联系通常值得更多关注,因为它具有许多潜在的重要应用,从邻近型算法到求解 Halmiton-Jacobi 方程。

英文摘要:

We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to suprema of their integrands. We believe the connection between Laplace's method and infimal convolutions is generally deserving of more attention in the study of optimization and partial differential equations, since it bears numerous potentially important applications, from proximal-type algorithms to solving Halmiton-Jacobi equations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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