相关论文: On One Problem of Optimization of Approximate Inte…

In order to approximate the Riemann--Stieltjes integral $\int_a^b {f\left( t \right)dg\left( t \right)}$ by $2$--point Gaussian quadrature rule, we introduce the quadrature rule \begin{align*} \int_{ - 1}^1 {f\left( t \right)dg\left( t…

We consider the integration of two-dimensional, piecewise constant functions with respect to copulas. By drawing a connection to linear assignment problems, we can give optimal upper and lower bounds for such integrals and construct the…

In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…

A framework is proposed for solving general convex quadratic programs (CQPs) from an infeasible starting point by invoking an existing feasible-start algorithm tailored for inequality-constrained CQPs. The central tool is an exact penalty…

We provide sufficient conditions for quantitative convergence of the iterates of proximal splitting algorithms for minimizing a sum of functions on a metric space. The theory does not assume that the functions have common minima, nor does…

In this paper, we derive a variant of the Taylor theorem to obtain a new minimized remainder. For a given function $f$ defined on the interval $[a,b]$, this formula is derived by introducing a linear combination of $f'$ computed at $n+1$…

For a periodic function $f$ with bounded variation and integral zero on its period interval, we show that $\sum_{k=1}^\infty c_k^2 (\log\log k)^\gamma <\infty$, $\gamma>4$ implies the almost everywhere convergence of $\sum_{k=1}^\infty c_k…

Monte Carlo integration is a widely used numerical method for approximating integrals, which is often computationally expensive. In recent years, quantum computing has shown promise for speeding up Monte Carlo integration, and several…

In this article we present formulae for q-integration on quantum spaces which could be of particular importance in physics, i.e. q-deformed Minkowski space and q-deformed Euclidean space in 3 or 4 dimensions. Furthermore, our formulae can…

We study a multi-period convex quadratic optimization problem, where the state evolves dynamically as an affine function of the state, control, and indicator variables in each period. We begin by projecting out the state variables using…

In this paper, we consider a class of nonsmooth sum-of-ratios fractional optimization problems with block structure. This model class is ubiquitous and encompasses several important nonsmooth optimization problems in the literature. We…

Let $K=\mathbb{Q}[\iota]$ and $N=K[\sqrt[4]{\alpha}]$, $\alpha\in\mathbb{Z}[\iota]$, $alpha=fg^2h^3$, $f$, $g$, $h\in \mathbb{Z}[\iota]$ are pairwise coprime and square free. Let $\mathcal{O}_N$ be the ring of integers of $N$. In this…

In order to approximate the integral $I(f)=\int_a^b f(x) dx$, where $f$ is a sufficiently smooth function, models for quadrature rules are developed using a given {\it panel} of $n (n\geq 2)$ equally spaced points. These models arise from…

We consider a parametric convex quadratic programming, CQP, relaxation for the quadratic knapsack problem, QKP. This relaxation maintains partial quadratic information from the original QKP by perturbing the objective function to obtain a…

A descent algorithm, "Quasi-Quadratic Minimization with Memory" (QQMM), is proposed for unconstrained minimization of the sum, $F$, of a non-negative convex function, $V$, and a quadratic form. Such problems come up in regularized…

In this work, we present a new approach to the construction of variational integrators. In the general case, the estimation of the action integral in a time interval $[q_k,q_{k+1}]$ is used to construct a symplectic map $(q_k,q_{k+1})\to…

We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and portfolio optimization with transaction costs, as well as a…

We apply the efficient congruencing method to estimate Vinogradov's integral for moments of order 2s, with 1<=s<=k^2-1. Thereby, we show that quasi-diagonal behaviour holds when s=o(k^2), we obtain near-optimal estimates for…

In this paper in $W_2^{(m,m-1)}(0,1)$ space the problem of construction of optimal quadrature formula in the sense of Sard is considered and using S.L. Sobolev's method it is obtained new optimal quadrature formula of such type. For the…

Many separable nonlinear optimization problems can be approximated by their nonlinear objective functions with piecewise linear functions. A natural question arising from applying this approach is how to break the interval of interest into…