Figure 2.

Relaxation of the indicator functions. Left panel: indicator function $1_{y{x}^{t}u<0}$ replaced with convex surrogate ${(1-y{x}^{t}u)}_{+}$. Right panel: indicator function $-1_{y{x}^{t}u<0}$ replaced with convex surrogate ${(1+y{x}^{t}u)}_{+}-1$.