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The Legendre--Fenchel Conjugate: Numerical Computation

Lucet, Yves (1998) The Legendre--Fenchel Conjugate: Numerical Computation. [Preprint]

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      Abstract

      This paper describes a numerical implementation in Maple V R. 5 of an algorithm to compute the Legendre--Fenchel conjugate, namely the Linear-time Legendre Transform algorithm. After a brief motivation on the importance of the Legendre--Fenchel transform, we illustrate the information the conjugate gives (how to test for convexity or compacity, and how to smooth a convex function), with several examples (including solving a Hamilton-Jacobi equation). The last section shows the convergence behavior. The package is available from the Computational Convex Analysis web page at http://www.cecm.sfu.ca/projects/CCA or directly at http://www.cecm.sfu.ca/projects/CCA/LLT.

      Item Type: Preprint
      Additional Information: pubdom FALSE
      Subjects: UNSPECIFIED
      Faculty: UNSPECIFIED
      Depositing User: Users 1 not found.
      Date Deposited: 25 Nov 2003
      Last Modified: 21 Apr 2010 11:13
      URI: https://docserver.carma.newcastle.edu.au/id/eprint/214

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