Related papers: Quadrature as a least-squares and minimax problem
We study the standard quadratic optimization problem over the simplex when the objective matrix is drawn from the Gaussian Orthogonal Ensemble (GOE). Let \(\kappa_n\) denote the support size of the almost surely unique global optimizer. We…
The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…
We discuss the classical problem of how to pick $N$ weighted points on a $d-$dimensional manifold so as to obtain a reasonable quadrature rule $$ \frac{1}{|M|}\int_{M}{f(x) dx} \simeq \frac{1}{N} \sum_{n=1}^{N}{a_i f(x_i)}.$$ This problem,…
We present an optimization problem emerging from optimal control theory and situated at the intersection of fractional programming and linear max-min programming on polytopes. A na\"ive solution would require solving four nested, possibly…
Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…
In this paper, we consider a modified projected Gauss-Newton method for solving constrained nonlinear least-squares problems. We assume that the functional constraints are smooth and the the other constraints are represented by a simple…
A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary…
Let $\Omega\subset\mathbb{R}^N$, $N\geq 2$, be an open bounded connected set. We consider the fractional weighted eigenvalue problem $(-\Delta)^s u =\lambda \rho u$ in $\Omega$ with homogeneous Dirichlet boundary condition, where…
Quadrature formulas for spheres, the rotation group, and other compact, homogeneous manifolds are important in a number of applications and have been the subject of recent research. The main purpose of this paper is to study coordinate…
The implementation of the finite element method for linear elliptic equations requires to assemble the stiffness matrix and the load vector. In general, the entries of this matrix-vector system are not known explicitly but need to be…
We suggest a method for simultaneously generating high order quadrature weights for integrals over Lipschitz domains and their boundaries that requires neither meshing nor moment computation. The weights are determined on pre-defined…
In this paper we are concerned with numerical methods for nonhomogeneous Helmholtz equations in inhomogeneous media. We design a least squares method for discretization of the considered Helmholtz equations. In this method, an auxiliary…
If a dynamic system has active constraints on the state vector and they are known, then taking them into account during modeling is often advantageous. Unfortunately, in the constrained discrete-time state-space estimation, the state…
In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…
We derive an upper bound on the size of a ball such that the image of the ball under quadratic map is strongly convex and smooth. Our result is the best possible improvement of the analogous result by Polyak in the case of quadratic map. We…
Minimax lower bounds are pessimistic in nature: for any given estimator, minimax lower bounds yield the existence of a worst-case target vector $\beta^*_{worst}$ for which the prediction error of the given estimator is bounded from below.…
These notes build an introduction to Convolution Quadrature techniques applied to linear convolutions and convolution equations with a bias to problems related to wave propagation. The notes are self-contained and emphasize algorithmic…
We study the problem of finding the minimal (maximal) genus for a surface where a given four-valent graph with fixed opposite edge structure can be embedded into. We find several partial relations and give new reformulations in…
The space rotation invariance hypothesis is examined. The basic space-time properties and the physical object description from this point of view are considered. An $\omega$-invariance as an approximation of the space rotation invariance…
A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…