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 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 3D denoising the principal agent problem and optimization within the class of convex bodies
from HAL : Dernières publications http://ift.tt/1oOrpF5
from HAL : Dernières publications http://ift.tt/1oOrpF5
0 commentaires:
Enregistrer un commentaire