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We study approximation by arbitrary linear combinations of $n$ translates of a single function of periodic functions. We construct some methods of this approximation for functions in a class induced by the convolution with a given function,…

Numerical Analysis · Mathematics 2017-03-01 Dinh Dũng , Charles A. Micchelli , Vu Nhat Huy

We propose a general approximation method for determining optimal trading strategies in markets with proportional transaction costs, with a polynomial approximation of the residual value function. The method is exemplified by several…

Portfolio Management · Quantitative Finance 2024-07-11 Eberhard Mayerhofer

Under certain general conditions, an explicit formula to compute the greatest delta-epsilon function of a continuous function is given. From this formula, a new way to analyze the uniform continuity of a continuous function is given.…

General Mathematics · Mathematics 2017-10-12 César Adolfo Hernández Melo

Via a family of monotone scalar functions, a preorder on a set is extended to its power set and then used to construct a hull operator and a corresponing complete lattice of sets. A function mappping into the preordered set is extended to a…

Optimization and Control · Mathematics 2018-12-11 Giovanni Crespi , Andreas H Hamel , Matteo Rocca , Carola Schrage

An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…

Optimization and Control · Mathematics 2021-11-30 N. I. M. Gould , Ph. L. Toint

Autonomous exploration is a complex task where the robot moves through an unknown environment with the goal of mapping it. The desired output of such a process is a sequence of paths that efficiently and safely minimise the uncertainty of…

Robotics · Computer Science 2018-05-04 Gilad Francis , Lionel Ott , Fabio Ramos

We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…

Numerical Analysis · Mathematics 2021-08-03 D. Belomestny , L. Iosipoi , Q. Paris , N. Zhivotovskiy

Maximizing a single submodular set function subject to a cardinality constraint is a well-studied and central topic in combinatorial optimization. However, finding a set that maximizes multiple functions at the same time is much less…

Data Structures and Algorithms · Computer Science 2025-05-16 Fabian Spaeh , Atsushi Miyauchi

In this paper, we introduce new properties of the relative interior calculus for nearly convex sets, functions, and set-valued mappings. These properties are important for the development of duality theory in optimization. Then we…

Optimization and Control · Mathematics 2023-03-15 Nguyen Quang Huy , Nguyen Mau Nam , Nguyen Dong Yen

Submodularity is a fundamental phenomenon in combinatorial optimization. Submodular functions occur in a variety of combinatorial settings such as coverage problems, cut problems, welfare maximization, and many more. Therefore, a lot of…

Data Structures and Algorithms · Computer Science 2011-11-08 Shaddin Dughmi

We develop a dual-control method for approximating investment strategies in incomplete environments that emerge from the presence of trading constraints. Convex duality enables the approximate technology to generate lower and upper bounds…

Mathematical Finance · Quantitative Finance 2019-10-29 Thijs Kamma , Antoon Pelsser

We consider the problem of finding the best harmonic or analytic approximant to a given function. We discuss when the best approximant is unique, and what regularity properties the best approximant inherits from the original function. All…

Functional Analysis · Mathematics 2007-05-23 Dmitry Khavinson , John E. McCarthy , Harold S. Shapiro

We consider problems in which a mobile robot samples an unknown function defined over its operating space, so as to find a global optimum of this function. The path traveled by the robot matters, since it influences energy and time…

Robotics · Computer Science 2023-12-19 Tudor Santejudean , Lucian Busoniu

We consider the optimization of the vector of grasping forces that support a known generalized force acting on the grasped object---a rigid body or a mechanism. Working in the framework of finite-dimensional normed vector spaces and their…

Robotics · Computer Science 2020-10-28 Or Elmackias , Tami Zaretzky , Reuven Segev

Topological mapping of a large physical system on a graph, and its decomposition using universal measures is proposed. We find inherent limits to the potential for optimization of a given system and its approximate representations by…

Social and Information Networks · Computer Science 2015-02-10 Vladan Mlinar

We consider composite functions in the elementary algebraic framework. Without any use of the Fourier transform, we find almost periodic orbits which suitably characterizes certain composite functions. In particular, we provide special…

Machine Learning · Computer Science 2025-06-17 Chikara Nakayama , Tsuyoshi Yoneda

In this paper we look at a class of random optimization problems. We discuss ways that can help determine typical behavior of their solutions. When the dimensions of the optimization problems are large such an information often can be…

Information Theory · Computer Science 2013-04-01 Mihailo Stojnic

In this work, we present a novel algorithm design methodology that finds the optimal algorithm as a function of inequalities. Specifically, we restrict convergence analyses of algorithms to use a prespecified subset of inequalities, rather…

Optimization and Control · Mathematics 2024-03-25 Chanwoo Park , Ernest K. Ryu

The optimized random phase approximation (ORPA) for classical liquids is re-examined in the framework of the generating functional approach to the integral equations. We show that the two main variants of the approximation correspond to the…

Chemical Physics · Physics 2009-10-30 G. Pastore , O. Akinlade , F. Matthews , Z. Badirkhan

We develop a framework to extend resource measures from one domain to a larger one. We find that all extensions of resource measures are bounded between two quantities that we call the minimal and maximal extensions. We discuss various…

Quantum Physics · Physics 2020-12-30 Gilad Gour , Marco Tomamichel