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The worst case integration error in reproducing kernel Hilbert spaces of standard Monte Carlo methods with n random points decays as $n^{-1/2}$. However, re-weighting of random points can sometimes be used to improve the convergence order.…

Numerical Analysis · Mathematics 2018-01-26 Martin Ehler , Manuel Graef , Chris. J. Oates

The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…

Optimization and Control · Mathematics 2018-04-19 Laurentiu Leustean , Adriana Nicolae , Andrei Sipos

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces in one-to-one correspondence with positive definite maps called kernels. They are widely employed in machine learning to reconstruct unknown functions from sparse and…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Mauro Bisiacco , Gianluigi Pillonetto

We propose a method for generating nodes for kernel quadrature by a point-wise gradient descent method. For kernel quadrature, most methods for generating nodes are based on the worst case error of a quadrature formula in a reproducing…

Numerical Analysis · Mathematics 2021-02-24 Ken'ichiro Tanaka

Kernel interpolation in tensor product reproducing kernel Hilbert spaces allows for the use of sparse grids to mitigate the curse of the dimension. Typically, besides the generic constant, only a dimension dependent power of a logarithm…

Numerical Analysis · Mathematics 2025-12-16 M. Griebel , H. Harbrecht

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…

Machine Learning · Computer Science 2022-02-07 Dongchen Huang , Yi-feng Yang

We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer…

Optimization and Control · Mathematics 2016-06-02 Miles Lubin , Emre Yamangil , Russell Bent , Juan Pablo Vielma

Meshfree methods, including the reproducing kernel particle method (RKPM), have been widely used within the computational mechanics community to model physical phenomena in materials undergoing large deformations or extreme topology…

Numerical Analysis · Mathematics 2025-06-19 Jennifer E. Fromm , John A. Evans , J. S. Chen

In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…

Optimization and Control · Mathematics 2026-04-30 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

This paper focuses on the use of the theory of Reproducing Kernel Hilbert Spaces in the statistical analysis of replicated point processes. We show that spatial point processes can be observed as random variables in a Reproducing Kernel…

Methodology · Statistics 2023-01-06 Amelia Simó

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

The kernel interpolant in a reproducing kernel Hilbert space is optimal in the worst-case sense among all approximations of a function using the same set of function values. In this paper, we compare two search criteria to construct lattice…

Numerical Analysis · Mathematics 2023-04-05 Frances Y. Kuo , Weiwen Mo , Dirk Nuyens , Ian H. Sloan , Abirami Srikumar

In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…

Optimization and Control · Mathematics 2012-09-05 Michel Baes , Timm Oertel , Christian Wagner , Robert Weismantel

Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne

Motivated by the abundance of functional data such as time series and images, there has been a growing interest in integrating such data into neural networks and learning maps from function spaces to R (i.e., functionals). In this paper, we…

Machine Learning · Statistics 2024-03-20 Tian-Yi Zhou , Namjoon Suh , Guang Cheng , Xiaoming Huo

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…

Machine Learning · Statistics 2020-03-03 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Takeshi Katsura , Yoshinobu Kawahara

Consider a linear operator equation $x - Kx = f$, where $f$ is given and $K$ is a Fredholm integral operator with a Green's function type kernel defined on $C[0, 1]$. For $r \geq 0$, we employ the interpolatory projection at $2r + 1$…

Numerical Analysis · Mathematics 2026-02-20 Gobinda Rakshit , Shashank K. Shukla , Akshay S. Rane

Data-driven approximations of the infinite-dimensional Koopman operator rely on finite-dimensional projections, where the predictive accuracy of the resulting models hinges heavily on the invariance of the chosen subspace. Subspace pruning…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Dhruv Shah , Jorge Cortes
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