src/convex.rs

Sat, 14 Dec 2024 09:31:27 -0500

author
Tuomo Valkonen <tuomov@iki.fi>
date
Sat, 14 Dec 2024 09:31:27 -0500
branch
dev
changeset 58
1a38447a89fa
child 59
9226980e45a7
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Convex analysis basics

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