LINEAR CONVERGENCE IN THE APPROXIMATION OF RANK-ONE CONVEX ENVELOPES

Abstract. A linearly convergent iterative algorithm that ap-proximates the rank-1 convex envelope f rc of a given function f: Rnm! R, i.e. the largest function below f which is con-vex along all rank-1 lines, is established. The proposed algorithm is a modied version of an approximation scheme due to Dolzmann and Walkington. 1