All Questions
Tagged with approximation-theory oc.optimization-and-control
12 questions
2
votes
0
answers
211
views
Best approximation of piecewise constant function by Lipschitz functions
Let $f=\sum_{n=1}^N k_n I_{E_n}$ where $E_n$ are Borel subsets of $\mathbb{R}^n$ and $k_n\in \mathbb{R}^m$ with non-negative entries, and let $\mu$ be a finite Borel measure on $\mathbb{R}^n$. What ...
- 5,405
1
vote
0
answers
89
views
Proximity operator of lower semi-continuous and convex functions pre-composed with norm
Let $\phi:(-\infty,\infty) \rightarrow (-\infty,\infty]$ be a some-where finite, lower semi-continuous, increasing, and convex function. It is easy to verify that the function $\Phi:\mathbb{R}^n\...
1
vote
0
answers
96
views
Relationship between Wasserstein projections and metric projections in a linear space
Let $(X,d)$ be a metric space, $x\in X$, and $Y\subset X$ is a closed set. Assume that $X$ is also a real vector space, so that we can form linear combinations over $\mathbb{R}$, but I do not assume ...
- 13
2
votes
1
answer
437
views
Best approximation of a compactly supported density by a single Gaussian
Note: This is a follow-up question inspired by a previous (more difficult) question I asked on MathOverflow.
Let $f:\mathbb{R}\to\mathbb{R}$ be a (sufficiently regular, e.g. smooth) probability ...
- 710
3
votes
1
answer
350
views
A good starting position for maximizing a function with Newton-Raphson / Halley's method
I'm attempting to find the maximum of this function:
\begin{align*}
h(\mathbf{t}) = -\left\{\sum_{i=1}^{n}\lambda_i e^{\boldsymbol{\theta}_i^\intercal \mathbf{t}}\right\} + \boldsymbol{\alpha}^\...
- 229
1
vote
1
answer
169
views
On optimizing a function whose projection and projected vector go through a linear transformation
Assume the two sets of vectors $\{\mathbf{a}_1,\ldots,\mathbf{a}_N\}$ and $\{\mathbf{b}_1,\ldots,\mathbf{b}_N\}$ of equal length. My goal is to find the optimum matrix $\mathbf{C}$ to the following ...
- 345
2
votes
0
answers
114
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approximation of rational functions
Suppose $\hat{p}/\hat{q}$ and $p/q$ are two rational functions where $p,q,\hat{p},\hat{q}$ are of degree $n$. Suppose they satisfy that $|p(z)/q(z) - \hat{p}(z)/\hat{q}(z)| < \epsilon$ for any $z$ ...
- 181
11
votes
2
answers
857
views
A generalization of Chebyshev polynomials
What is the monic polynomial $p(x)$ of degree $n$ which minimizes $\max_{x \in [-1,1]} |p(x)|$? The answer is the Chebyshev polynomial, and its largest value on $[-1,1]$ is $1/2^{n-1}$.
Now suppose ...
- 113
13
votes
5
answers
4k
views
Application of polynomials with non-negative coefficients
Question 1: Are there any deeper applications (in any field of mathematics) of polynomials (with possibly more than one variable) over the real numbers whose coefficients are non-negative? So far I ...
3
votes
1
answer
499
views
methods for interpolating a function, holomorphic in the upper halfplane
Let $n,k\colon\mathbb{R}\to\mathbb{R}$ be real functions such that function $N$ given by $N(x)=n(x)-ik(x)$ is a holomorphic function in the upper half-plane. Also I know some additional properties of ...
- 1,284
3
votes
1
answer
1k
views
Matrix approximation
Let A be an $m\times n$ matrix and $k$ be an integer. Assume that $A$ is non-negative. We want to find a scalar $\epsilon$ and an $n\times n$ matrix $B$ such that $A\leq A(\epsilon I + B)$ (where $\...
- 145
29
votes
7
answers
8k
views
Solving NP problems in (usually) Polynomial time?
Just because a problem is NP-complete doesn't mean it can't be usually solved quickly.
The best example of this is probably the traveling salesman problem, for which extraordinarily large instances ...
- 2,383