The Proximal Average: Basic Theory
نویسندگان
چکیده
The recently introduced proximal average of two convex functions is a convex function with many useful properties. In this paper, we introduce and systematically study the proximal average for finitely many convex functions. The basic properties of the proximal average with respect to the standard convex-analytical notions (domain, Fenchel conjugate, subdifferential, proximal mapping, epi-continuity, and others) are provided and illustrated by several examples. 2000 Mathematics Subject Classification: Primary 90C25; Secondary 26A51, 26B25, 26E60, 46C05, 47H05, 52A41.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 19 شماره
صفحات -
تاریخ انتشار 2008