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arXiv 2008.08223math.NAcs.NAmath.OC
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基于凸优化的保结构函数逼近

Structure-preserving function approximation via convex optimization

Vidhi Zala, Robert M. Kirby, Akil Narayan

摘要:

有限数据函数的近似通常不考虑函数的某些“结构”性质。例如,如果给定函数是非负的,则该函数的多项式逼近不一定也是非负的。我们提出了一种形式主义和算法,以保持某些类型的这种结构的函数逼近。特别是,我们认为结构对应于一个凸约束的近似(其中积极性是一个例子)。近似问题转化为一个凸可行性问题,但可行集相对复杂,标准的凸可行性算法不能直接应用。我们提出并讨论了不同的算法来解决这个问题。我们的机器的一个特点是灵活性:相对复杂的约束,如同时强制执行正性,单调性和凸性,是相当简单的实现。我们证明了我们的算法在几个问题上的一元函数逼近的成功。

英文摘要:

Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also non-negative. We propose a formalism and algorithms for preserving certain types of such structure in function approximation. In particular, we consider structure corresponding to a convex constraint on the approximant (for which positivity is one example). The approximation problem then converts into a convex feasibility problem, but the feasible set is relatively complicated so that standard convex feasibility algorithms cannot be directly applied. We propose and discuss different algorithms for solving this problem. One of the features of our machinery is flexibility: relatively complicated constraints, such as simultaneously enforcing positivity, monotonicity, and convexity, are fairly straightforward to implement. We demonstrate the success of our algorithm on several problems in univariate function approximation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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