FCT: Fast Convex Transforms

This package gathers several usual transforms encountered in convex analysis. It uses fast algorithms (linear time) to compute them. Namely it contains code to compute (for functions of 1 or 2 variables):
  • The Lipschitz regularization also called the Pasch-Hausdorff envelope
  • The proximal mapping
  • The Moreau-Yosida approximate or Moreau envelope
  • The Lasry-Lionsdouble envelope
  • The proximal hull
All transforms except the Pasch-Hausdorff envelope uses a fast algorithm to compute the Moreau envelope.
A nonsmooth function
A nonsmooth function
Its Lasry-Lions double envelope
Its Lasry-Lions double envelope
Yves Lucet Last modified: May 19, 1999