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2013 | OriginalPaper | Chapter

23. Techniques and Open Questions in Computational Convex Analysis

Author : Yves Lucet

Published in: Computational and Analytical Mathematics

Publisher: Springer New York

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Abstract

We present several techniques that take advantage of convexity and use optimal computational geometry algorithms to build fast (log-linear or linear) time algorithms in computational convex analysis. The techniques that have strong potential to be reused include: monotonicity of the argmax and injecting convexity to use that monotonicity, Lipschitzness of the argmin, exploiting various formulas in convex analysis, using a graph data structure to vectorize computation, and building a parametrization of the graph. We also point out the potential for parallelization. The techniques can be used as a check list on open problems to find an efficient algorithm. Finally, we list several currently open questions in computational convex analysis with links to computational geometry.

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Metadata
Title
Techniques and Open Questions in Computational Convex Analysis
Author
Yves Lucet
Copyright Year
2013
Publisher
Springer New York
DOI
https://doi.org/10.1007/978-1-4614-7621-4_23

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