• Speaker: Dr Matt Tam, Department of Mathematics and Statistics, The University of Melbourne
  • Title: Symbolic convex analysis
  • Location: Room V205, Mathematics Building (Callaghan Campus) The University of Newcastle
  • Time and Date: 4:00 pm, Thu, 11th May 2017
  • Abstract:

    In this talk we consider a class of monotone operators which are appropriate for symbolic representation and manipulation within a computer algebra system. Various structural properties of the class (e.g., closure under taking inverses, resolvents) are investigated as well as the role played by maximal monotonicity within the class. In particular, we show that there is a natural correspondence between our class of monotone operators and the subdifferentials of convex functions belonging to a class of convex functions deemed suitable for symbolic computation of Fenchel conjugates which were previously studied by Bauschke & von Mohrenschildt and by Borwein & Hamilton. A number of illustrative computational examples utilising the introduced class of operators will be provided including computation of proximity operators, recovery of a convex penalty function associated with the hard thresholding operator, and computation of superexpectations, superdistributions and superquantiles with specialization to risk measures.

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