Handling Convexity-Like Constraints in Variational Problems

Handling Convexity-Like Constraints in Variational Problems
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处理变分问题中的类凸约束

DOI:
10.1137/130938359
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发表时间:
2014
期刊:
SIAM J. Numer. Anal.
影响因子:
--
通讯作者:
É. Oudet
É. Oudet
中科院分区:
--
文献类型:
--
作者:
Q. Mérigot;É. Oudet

文献摘要

被引文献

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We provide a general framework to construct finite-dimensional approximations of the space of convex functions, which also applies to the space of $c$-convex functions and to the space of support functions of convex bodies. We give precise estimates of the distance between the approximation space and the admissible set. This framework applies to the approximation of convex functions by piecewise-linear functions on a mesh of the domain and by other finite-dimensional spaces such as tensor-product splines. We show how these discretizations are well suited for the numerical solution of problems of calculus of variations under convexity constraints. Our implementation relies on proximal algorithms and can be easily parallelized, thus making it applicable to large-scale problems in dimension two and three. We illustrate the versatility and the efficiency of our approach on the numerical solution of three problems in calculus of variation: three-dimensional denoising, the principal agent problem, and optimizat...