ISF and BDIFFMIN Matlab functions

BDIFFMIN is a Matlab function that computes the B-differential of the componentwise minimum of two affine vector functions. To achieve this task, BDIFFMIN uses the Matlab function ISF, which determines the chambers of an arrangement of hyperplanes having a point in common.

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Description of the functions

The B-diffrential computed by BDIFFMIN (for B-DIFFerential of the MINimum function) is a concept of derivative for a nonsmooth function. The function considered by BDIFFMIN is the componentwise minimum of two affine vector functions
$x\in\mathbb{R}^n \mapsto \min (Ax+a,Bx+b)\in\mathbb{R}^m$,
where $A$ and $B$ are $m\times n$ real matrices, while $a$ and $b$ are real vectors of size $m$. In this case, the B-differential is a finite (between 1 and $2^m$ elements) collection of Jacobians (i.e., $m\times n$ matrices). The computing time is polynomial per computed Jacobian.

To realize this task, BDIFFMIN calls the Matlab function ISF (for Incremental Sign Feasibility), which has been designed to determine the chambers of an arrangement of hyperplanes having a point in common. The sign vectors computed by ISF can be used to solve a number of other enumeration problems such as

Authors

Jean-Pierre Dussault
Département d'Informatique, Faculté des Sciences, Université de Sherbrooke, Québec, Canada
Jean-Pierre.Dussault@Usherbrooke.ca
ORCID 0000-0001-7253-7462

Jean Charles Gilbert
INRIA (centre de recherche Inria de Paris), 2 rue Simone Iff, CS 42112, 75589 Paris Cedex 12, France
Département de Mathématiques, Faculté des Sciences, Université de Sherbrooke, Québec, Canada
Jean-Charles.Gilbert@inria.fr
ORCID 0000-0002-0375-4663

Baptiste Plaquevent-Jourdain
Département de Mathématiques, Faculté des Sciences, Université de Sherbrooke, Québec, Canada
INRIA (centre de recherche Inria de Paris), 2 rue Simone Iff, CS 42112, 75589 Paris Cedex 12, France
Baptiste.Plaquevent-Jourdain@USherbrooke.ca
baptiste.plaquevent-jourdain@inria.fr

Documentation

ISF and BDIFFMIN - Matlab functions for the hyperplane arrangement and the computation of the B-differential of the componentwise minimum of two affine vector functions, by J.-P. Dussault, J.Ch. Gilbert and B. Plaqevent-Jourdain.

Associated publication

You are invited to read and cite the following paper:
On the B-differential of the componentwise minimum of two affine vector functions, by J.-P. Dussault, J.Ch. Gilbert and B. Plaqevent-Jourdain, submitted to Mathematical Programming Computation.

Version

Version 1.0 (01-05-2023).

License

Both functions are distributed under the QPL license.

Upload

The code has been uploaded on Software Heritage on 11-06-2023, via HAL.
The code has been mentioned on Matlab Central File Exchange on 15-06-2023.

Download on Software Heritage

isf-bdiffmin_1.0