Related papers: Knot Locating in Piecewise Linear Approximation
We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…
In this paper we study the problem of locating a given number of hyperplanes minimizing an objective function of the closest distances from a set of points. We propose a general framework for the problem in which norm-based distances…
Given a parametrized family of finite frames, we consider the optimization problem of finding the member of this family whose coefficient space most closely contains a given data vector. This nonlinear least squares problem arises naturally…
We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…
In this paper we present a novel non-parametric method of simplifying piecewise linear curves and we apply this method as a statistical approximation of structure within sequential data in the plane. We consider the problem of minimizing…
In this paper a special piecewise linear system is studied. It is shown that, under a mild assumption, the semi-smooth Newton method applied to this system is well defined and the method generates a sequence that converges linearly to a…
This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…
We discuss the possibility of the existence of finite algorithms that may give distinct knot classes. In particular we present two attempts for such algorithms which seem promising, one based on knot projections on a plane, the other on…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
There exist several methods of calculating a similarity curve, or a sequence of similarity values, representing the lexical cohesion of successive text constituents, e.g., paragraphs. Methods for deciding the locations of fragment…
This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…
In this paper, we study parametric analysis of semidefinite optimization problems w.r.t. the perturbation of the objective function. We study the behavior of the optimal partition and optimal set mapping on a so-called nonlinearity…
Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…
Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…
We present a procedure to approximate a plane contour by piecewise polynomial functions, depending on various parameters, such as degree, number of local patches, selection of knots. This procedure aims to be adopted to study how…
The varying coefficient model has received broad attention from researchers as it is a powerful dimension reduction tool for non-parametric modeling. Most existing varying coefficient models fitted with polynomial spline assume equidistant…
This paper proposes a method for solving multivariate regression and classification problems using piecewise linear predictors over a polyhedral partition of the feature space. The resulting algorithm that we call PARC (Piecewise Affine…
The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…
For three decades, carrier-phase observations have been used to obtain the most accurate location estimates using global navigation satellite systems (GNSS). These estimates are computed by minimizing a nonlinear mixed-integer least-squares…
Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…