PIMS-CORDS SFU Operations Research Seminar: Yves Lucet

Computational convex analysis aims at computing mathematical objects commonly used in convex analysis with an emphasis on lower dimensions to facilitate visualization. The latest contributions have focused on computing the closest convex function and the ongoing quest for explicit formulas for the conjugate of nonconvex functions. To ease the development of a toolbox, greater emphasis is put on simplifying intermediate computations especially for piecewise functions because the overall computation time depends on the number of pieces.