A fast computational algorithm for the Legendre-Fenchel transform

  • Y. Lucet


We investigate a fast algorithm, introduced by Brenier, which computes the Legendre-Fenchel transform of a real-valued function. We generalize his work to boxed domains and introduce a parameter in order to build an iterative algorithm. The new approach of separating primal and dual spaces allows a clearer understanding of the algorithm and yields better numerical behavior. We extend known complexity results and give new ones about the convergence of the algorithm.


Legendre-Fenchel transform conjugate biconjugate complexity 


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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • Y. Lucet
    • 1
  1. 1.Laboratoire Approximation et Optimisation, UFR MIGUniversité Paul SabatierToulouse CedexFrance

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