Related papers: Optimal Order Convergence Implies Numerical Smooth…
The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets. After obtaining well-posedness results, we propose a…
The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…
We consider linear problems in the worst case setting. That is, given a linear operator and a pool of admissible linear measurements, we want to approximate the values of the operator uniformly on a convex and balanced set by means of…
In this work, we present some new integration formulas for any order of accuracy as an application of the B-spline relations obtained in [1]. The resulting rules are defined as a perturbation of the trapezoidal integration method. We prove…
A soft-max function has two main efficiency measures: (1) approximation - which corresponds to how well it approximates the maximum function, (2) smoothness - which shows how sensitive it is to changes of its input. Our goal is to identify…
When time-dependent partial differential equations (PDEs) are solved numerically in a domain with curved boundary or on a curved surface, mesh error and geometric approximation error caused by the inaccurate location of vertices and other…
We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…
We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…
In applied mathematics, especially in optimization, functions are often only provided as so called "Black-Boxes" provided by software packages, or very complex algorithms, which make automatic differentation very complicated or even…
We consider the problem of computing the nearest matrix polynomial with a non-trivial Smith Normal Form. We show that computing the Smith form of a matrix polynomial is amenable to numeric computation as an optimization problem.…
This is a survey on best polynomial approximation on the unit sphere and the unit ball. The central problem is to describe the approximation behavior of a function by polynomials via smoothness of the function. A major effort is to identify…
In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…
In machine learning and neural network optimization, algorithms like incremental gradient, and shuffle SGD are popular due to minimizing the number of cache misses and good practical convergence behavior. However, their optimization…
This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…
Sharpness is an almost generic assumption in continuous optimization that bounds the distance from minima by objective function suboptimality. It facilitates the acceleration of first-order methods through restarts. However, sharpness…
In this article, we consider the problem of approximating a finite set of data (usually huge in applications) by invariant subspaces generated through a small set of smooth functions. The invariance is either by translations under a…
This paper establishes error bounds for the convergence of a piecewise linear approximation of the constrained optimal smoothing problem posed in a reproducing kernel Hilbert space (RKHS). This problem can be reformulated as a Bayesian…
The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…
We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with…
The goal of this paper is twofold. First, we present a unified way of formulating numerical integration problems from both approximation theory and discrepancy theory. Second, we show how techniques, developed in approximation theory, work…