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PLQ Function Subdifferential Algorithm by Deepak Kumar is a document available to read on EtoBox.

This document presents an algorithm to compute the approximate subdifferential of a univariate convex piecewise linear quadratic (PLQ) function in O(log n) time. The algorithm, called plq_epssub, uses binary search to first locate the index of the given point x within the PLQ function. It then uses binary search again to find the piece of the function intersecting with the line l(s) = sx + ε - f(x). Closed form solutions are derived to compute the intersection points for quadratic and linear pieces.

Author

Deepak Kumar

Language

EN