Related papers: Optimization-Aided Construction of Multivariate Ch…
We consider multicriteria problems of evaluating absolute ratings (scores, priorities, weights) of given alternatives for making decisions, which are compared in pairs under several criteria. Given matrices of pairwise comparisons of…
Exponential divided differences arise in numerical linear algebra, matrix-function evaluation, and quantum Monte Carlo simulations, where they serve as kernel weights for time evolution and observable estimation. Efficient and numerically…
Approximating a univariate function on the interval $[-1,1]$ with a polynomial is among the most classical problems in numerical analysis. When the function evaluations come with noise, a least-squares fit is known to reduce the effect of…
This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…
This paper introduces and develops the algebraic framework of moment polynomials, which are polynomial expressions in commuting variables and their formal mixed moments. Their positivity and optimization over probability measures supported…
The extremal values of multivariate trigonometric polynomials are of interest in fields ranging from control theory to filter design, but finding the extremal values of such a polynomial is generally NP-Hard. In this paper, we develop…
We summarize researches - in great deal jointly with my host Y. Sarantopoulos and his PhD. students V. Anagnostopoulos and A. Pappas - started by a Marie Curie fellowship in 2001 and is still continuing. The project was to study…
When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given…
In this study linear and nonlinear higher order singularly perturbed problems are examined by a numerical approach, the differential quadrature method. Here, the main idea is using Chebyshev polynomials to acquire the weighting coefficient…
Given $n$ polynomials $p_1, \dots, p_n$ of degree at most $n$ with $\|p_i\|_\infty \le 1$ for $i \in [n]$, we show there exist signs $x_1, \dots, x_n \in \{-1,1\}$ so that \[\Big\|\sum_{i=1}^n x_i p_i\Big\|_\infty < 30\sqrt{n}, \] where…
We present a Chebyshev collocation method for linear ODE and DDE problems. We first give a posteriori estimates for the accuracy of the approximate solution of a scalar ODE initial value problem. Examples of the success of the estimate are…
This paper proposes a robust approximation method for solving chance constrained optimization (CCO) of polynomials. Assume the CCO is defined with an individual chance constraint that is affine in the decision variables. We construct a…
This paper studies generalized semi-infinite programs (GSIPs) given by polynomials. We propose a hierarchy of polynomial optimization relaxations to solve them. They are based on Lagrange multiplier expressions and polynomial extensions.…
We introduce a new method for building higher-degree sum-of-squares lower bounds over the hypercube $\mathbf{x} \in \{\pm 1\}^N$ from a given degree 2 lower bound. Our method constructs pseudoexpectations that are positive semidefinite by…
We consider the Moment-SOS hierarchy in polynomial optimization. We first provide a sufficient condition to solve the truncated K-moment problem associated with a given degree-$2n$ pseudo-moment sequence $\phi$ n and a semi-algebraic set $K…
We introduce a new method to price American options based on Chebyshev interpolation. In each step of a dynamic programming time-stepping we approximate the value function with Chebyshev polynomials. The key advantage of this approach is…
Rational best approximations (in a Chebyshev sense) to real functions are characterized by an equioscillating approximation error. Similar results do not hold true for rational best approximations to complex functions in general. In the…
In this thesis, we settle the computational complexity of some fundamental questions in polynomial optimization. These include the questions of (i) finding a local minimum, (ii) testing local minimality of a point, and (iii) deciding…
In the maximum independent set of convex polygons problem, we are given a set of $n$ convex polygons in the plane with the objective of selecting a maximum cardinality subset of non-overlapping polygons. Here we study a special case of the…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…