UBC Undergraduate Research

A new data structure to compute the conjugate of bivariate piecewise linear-quadratic functions Bullock, Ravi

Abstract

Computational Convex Analysis (CCA) investigates the computation of operators used in the study of Convex Analysis. A CCA numerical library was created to allow researchers to visualize and analyze convex analysis problems through the use of various data structures in MATLAB. One of the most used operators in Convex Analysis is the Fenchel Conjugate. This thesis proposes a new data structure to compute the conjugate for piecewise linear-quadratic functions in linear time. We use entity objects to represent piecewise linear-quadratic functions. These objects contain information on the entity type, adjacent entities, function coordinates and values, subgradients and extreme points in both the primal and dual. These entities are stored in a PLQVG object as an array of entity objects with an accompanying matrix containing unique vertices of the function.

Item Citations and Data

Rights

Attribution-NonCommercial-NoDerivatives 4.0 International