ArticleOriginal scientific text
Title
Smoothing a polyhedral convex function via cumulant transformation and homogenization
Authors 1
Affiliations
- Department of Mathematics, University of Avignon, 33, Rue Louis Pasteur, 84000 Avignon, France
Abstract
Given a polyhedral convex function g: ℝⁿ → ℝ ∪ {+∞}, it is always possible to construct a family which converges pointwise to g and such that each gₜ: ℝⁿ → ℝ is convex and infinitely often differentiable. The construction of such a family involves the concept of cumulant transformation and a standard homogenization procedure.
Keywords
polyhedral convex function, smooth approximation, Laplace transformation, cumulant transformation, homogenization, recession function
Bibliography
- O. Barndorff-Nielsen, Exponential families: exact theory, Various Publ. Ser. 19, Inst. of Math., Univ. of Aarhus, Denmark, 1970.
- A. Ben-Tal and M. Teboulle, A smoothing technique for nondifferentiable optimization problems, in: Lecture Notes in Math. 1405, S. Dolecki (ed.), Springer, Berlin, 1989, 1-11.
- D. Bertsekas, Constrained Optimization and Lagrangian Multiplier Methods, Academic Press, New York, 1982.
- C. Davis, All convex invariant functions of hermitian matrices, Arch. Math. (Basel) 8 (1957), 276-278.
- R. A. El-Attar, M. Vidyasagar, and S. R. K. Dutta, An algorithm for l₁-norm minimization with application to nonlinear l₁-approximation, SIAM J. Numer. Anal. 16 (1979), 70-86.
- R. Ellis, Entropy, Large Deviations and Statistical Mechanics, Springer, Berlin, 1985.
- C. Lemaréchal and C. Sagastizábal, Practical aspects of the Moreau-Yosida regularization: theoretical preliminaries, SIAM J. Optim. 7 (1997), 367-385.
- A. S. Lewis, Convex analysis on the Hermitian matrices, SIAM J. Optim. 6 (1996), 164-177.
- J. E. Martinez-Legaz, On convex and quasiconvex spectral functions, in: Proc. 2nd Catalan Days on Appl. Math., M. Sofonea and J. N. Corvellec (eds.), Presses Univ. de Perpignan, Perpignan, 1995, 199-208.
- M. L. Overton and R. S. Womersley, Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices, Math. Programming 62 (1993), 321-357.
- R. T. Rockafellar, Convex Analysis, Princeton Univ. Press, Princeton, N.J., 1970.
- A. Seeger, Smoothing a nondifferentiable convex function: the technique of the rolling ball, Technical Report 165, Dep. of Mathematical Sciences, King Fahd Univ. of Petroleum and Minerals, Dhahran, Saudi Arabia, October 1994.
- A. Seeger, Convex analysis of spectrally defined matrix functions, SIAM J. Optim. 7 (1997), 679-696.