Polar convolution

M. P. Friedlander, I. Macêdo, T.K. Pong
SIAM Journal on Optimization, 29(2):1366–1391, 2019

Abstract

The Moreau envelope is one of the key convexity-preserving functional operations in convex analysis, and it is central to the development and analysis of many approaches for solving convex optimization problems. This paper develops the theory for a parallel convolution operation, called the polar envelope, specialized to gauge functions. We show that many important properties of the Moreau envelope and the proximal map are mirrored by the polar envelope and its corresponding proximal map. These properties include smoothness of the envelope function, uniqueness and continuity of the proximal map, a role in duality and in the construction of algorithms for gauge optimization. We thus establish a suite of tools with which to build algorithms for this family of optimization problems.

BiBTeX

@ARTICLE{FriedlanderMacedoPong:2019,
  author =       {M. P. Friedlander and I. Mac\^edo and T. K. Pong},
  title =        {Polar convolution},
  journal =      {SIAM J. Optimization},
  year =         2018,
  volume =       29,
  number =       4,
  pages =        {1366--1391}
}