Sat, 14 Dec 2024 09:31:27 -0500
Convex analysis basics
| 58 | 1 | /*! |
| 2 | Some convex analysis basics | |
| 3 | */ | |
| 4 | ||
| 5 | use crate::mapping::{Apply, Mapping}; | |
| 6 | ||
| 7 | /// Trait for convex mappings. Has no features, just serves as a constraint | |
| 8 | /// | |
| 9 | /// TODO: should constrain `Mapping::Codomain` to implement a partial order, | |
| 10 | /// but this makes everything complicated with little benefit. | |
| 11 | pub trait ConvexMapping<Domain> : Mapping<Domain> {} | |
| 12 | ||
| 13 | /// Trait for mappings with a Fenchel conjugate | |
| 14 | /// | |
| 15 | /// The conjugate type has to implement [`ConvexMapping`], but a `Conjugable` mapping need | |
| 16 | /// not be convex. | |
| 17 | pub trait Conjugable<Domain> : Mapping<Domain> { | |
| 18 | type DualDomain; | |
| 19 | type Conjugate<'a> : ConvexMapping<Self::DualDomain> where Self : 'a; | |
| 20 | ||
| 21 | fn conjugate(&self) -> Self::Conjugate<'_>; | |
| 22 | } | |
| 23 | ||
| 24 | /// Trait for mappings with a Fenchel preconjugate | |
| 25 | /// | |
| 26 | /// In contrast to [`Conjugable`], the preconjugate need not implement [`ConvexMapping`], | |
| 27 | /// but a `Preconjugable` mapping has be convex. | |
| 28 | pub trait Preconjugable<Domain> : ConvexMapping<Domain> { | |
| 29 | type PredualDomain; | |
| 30 | type Preconjugate<'a> : Mapping<Self::PredualDomain> where Self : 'a; | |
| 31 | ||
| 32 | fn preconjugate(&self) -> Self::Preconjugate<'_>; | |
| 33 | } | |
| 34 | ||
| 35 | /// Trait for mappings with a proximap map | |
| 36 | /// | |
| 37 | /// The conjugate type has to implement [`ConvexMapping`], but a `Conjugable` mapping need | |
| 38 | /// not be convex. | |
| 39 | pub trait HasProx<Domain> : Mapping<Domain> { | |
| 40 | type Prox<'a> : Mapping<Domain, Codomain=Domain> where Self : 'a; | |
| 41 | ||
| 42 | /// Returns a proximal mapping with weight τ | |
| 43 | fn prox_mapping(&self, τ : Self::Codomain) -> Self::Prox<'_>; | |
| 44 | ||
| 45 | /// Calculate the proximal mapping with weight τ | |
| 46 | fn prox(&self, z : Domain, τ : Self::Codomain) -> Domain { | |
| 47 | self.prox_mapping(τ).apply(z) | |
| 48 | } | |
| 49 | } | |
| 50 |